+111.7%
CI vs INVH
+80.8%
+31.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +1.3% | -2.9% | +4.2% | +2.6% |
| 30D | +4.4% | -6.9% | +11.4% | +7.6% |
| 3M | +0.7% | -2.7% | +3.4% | +1.7% |
| 6M | +0.3% | +8.2% | -7.9% | -3.2% |
| YTD | +3.8% | +4.5% | -0.7% | +1.3% |
| 1Y | -5.5% | -2.3% | -3.2% | -5.3% |
| 3Y | +8.1% | -7.3% | +15.4% | +9.0% |
| 5Y | +42.8% | -20.5% | +63.3% | +52.1% |
| All | +111.7% | +80.8% | +31.0% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling