-10.7%
CMCSA vs INVH
+79.4%
-90.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.1% | -6.5% | -6.6% |
| 7D | -8.3% | -2.3% | -6.0% | -7.4% |
| 30D | -2.4% | -5.7% | +3.3% | -0.1% |
| 3M | +4.5% | -4.5% | +9.0% | +6.5% |
| 6M | -18.8% | +11.0% | -29.7% | -21.9% |
| YTD | -8.9% | +3.7% | -12.6% | -10.4% |
| 1Y | -18.3% | -2.8% | -15.5% | -17.7% |
| 3Y | -35.0% | -7.1% | -27.8% | -34.2% |
| 5Y | -48.2% | -19.4% | -28.7% | -45.5% |
| All | -10.7% | +79.4% | -90.1% | -29.5% |
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