+111.6%
CI vs INVH
+75.4%
+36.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.1% | -3.0% | +2.9% | +1.2% |
| 30D | +1.8% | -7.5% | +9.3% | +5.2% |
| 3M | -4.2% | -5.5% | +1.3% | -2.0% |
| 6M | +8.8% | +11.7% | -2.9% | +3.5% |
| YTD | +3.7% | +1.3% | +2.4% | +2.6% |
| 1Y | -6.1% | -6.1% | -0.1% | -4.4% |
| 3Y | +4.5% | -9.8% | +14.2% | +6.5% |
| 5Y | +50.5% | -19.7% | +70.2% | +58.9% |
| All | +111.6% | +75.4% | +36.2% | +57.3% |
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