+223.2%
CME vs INVH
+79.4%
+143.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.6% | -2.3% | +1.6% | +0.2% |
| 30D | +4.7% | -5.7% | +10.4% | +7.0% |
| 3M | +7.8% | -4.5% | +12.3% | +9.5% |
| 6M | -11.0% | +11.0% | -21.9% | -14.8% |
| YTD | +4.0% | +3.7% | +0.3% | +1.8% |
| 1Y | +9.1% | -2.8% | +12.0% | +9.4% |
| 3Y | +52.3% | -7.1% | +59.4% | +51.9% |
| 5Y | +76.1% | -19.4% | +95.5% | +84.0% |
| All | +223.2% | +79.4% | +143.8% | +175.3% |
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