+45.1%
CLF vs INVH
+75.4%
-30.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -3.5% | -3.0% | -0.5% | -1.6% |
| 30D | -1.6% | -7.5% | +6.0% | +3.2% |
| 3M | -12.0% | -5.5% | -6.5% | -9.6% |
| 6M | +30.0% | +11.7% | +18.3% | +19.1% |
| YTD | -9.2% | +1.3% | -10.5% | -11.2% |
| 1Y | +2.3% | -6.1% | +8.4% | +4.4% |
| 3Y | -14.4% | -9.8% | -4.6% | -12.0% |
| 5Y | -48.3% | -19.7% | -28.6% | -43.0% |
| All | +45.1% | +75.4% | -30.3% | +17.4% |
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 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