-47.2%
CMCSA vs INVH
-20.2%
-27.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.9% | -3.0% | -1.9% | -3.8% |
| 30D | -1.1% | -7.5% | +6.5% | +1.8% |
| 3M | +6.6% | -5.5% | +12.1% | +8.9% |
| 6M | -15.5% | +11.7% | -27.2% | -18.6% |
| YTD | -6.7% | +1.3% | -8.0% | -7.3% |
| 1Y | -15.6% | -6.1% | -9.5% | -14.0% |
| 3Y | -33.7% | -9.8% | -23.9% | -32.5% |
| All | -47.2% | -20.2% | -27.1% | -45.6% |
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