+224.2%
CME vs INVH
+75.4%
+148.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -1.6% | -3.0% | +1.4% | -0.5% |
| 30D | +5.6% | -7.5% | +13.1% | +8.7% |
| 3M | +5.6% | -5.5% | +11.1% | +7.6% |
| 6M | -8.3% | +11.7% | -20.0% | -12.5% |
| YTD | +4.3% | +1.3% | +3.0% | +3.0% |
| 1Y | +9.1% | -6.1% | +15.2% | +10.8% |
| 3Y | +52.1% | -9.8% | +61.8% | +53.4% |
| 5Y | +79.7% | -19.7% | +99.3% | +87.5% |
| All | +224.2% | +75.4% | +148.8% | +178.5% |
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 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