+20.1%
COMP vs INVH
+1.1%
+19.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.6% | +4.1% | +6.2% |
| 7D | +9.5% | +3.1% | +6.4% | +8.2% |
| 30D | +8.1% | +5.8% | +2.3% | +6.0% |
| 3M | -16.3% | -8.5% | -7.8% | -14.8% |
| 6M | +42.2% | -1.3% | +43.6% | +42.6% |
| YTD | -5.0% | +2.6% | -7.6% | -8.4% |
| 1Y | +20.1% | +0.7% | +19.4% | +23.9% |
| All | +20.1% | +1.1% | +19.0% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling