+154.2%
CHRW vs INVH
+75.4%
+78.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +3.5% | -3.0% | +6.5% | +4.3% |
| 30D | +4.6% | -7.5% | +12.1% | +6.8% |
| 3M | -19.7% | -5.5% | -14.2% | -18.5% |
| 6M | -12.4% | +11.7% | -24.1% | -15.1% |
| YTD | -3.9% | +1.3% | -5.2% | -4.5% |
| 1Y | +18.4% | -6.1% | +24.5% | +19.9% |
| 3Y | +88.8% | -9.8% | +98.6% | +92.1% |
| 5Y | +93.5% | -19.7% | +113.2% | +99.7% |
| All | +154.2% | +75.4% | +78.8% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling