+50.6%
CI vs INVH
-21.2%
+71.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.6% |
| 7D | -1.3% | -3.1% | +1.8% | -0.4% |
| 30D | +3.1% | -7.5% | +10.6% | +5.4% |
| 3M | -4.5% | -6.3% | +1.8% | -2.8% |
| 6M | +8.3% | +9.4% | -1.2% | +5.4% |
| YTD | +3.8% | +1.4% | +2.4% | +3.1% |
| 1Y | -5.0% | -4.1% | -0.9% | -4.2% |
| 3Y | +5.8% | -9.2% | +15.0% | +7.8% |
| 5Y | +50.6% | -19.6% | +70.2% | +61.4% |
| All | +50.6% | -21.2% | +71.8% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling