-47.0%
COMP vs INVH
+3.7%
-50.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.5% |
| 7D | +0.8% | -2.3% | +3.1% | +3.1% |
| 30D | -13.9% | -5.7% | -8.1% | -8.8% |
| 3M | +30.7% | -4.5% | +35.2% | +35.9% |
| 6M | +18.7% | +11.0% | +7.7% | +6.4% |
| YTD | +1.0% | +3.7% | -2.6% | -4.7% |
| 1Y | +15.1% | -2.8% | +17.9% | +15.5% |
| 3Y | +219.8% | -7.1% | +226.9% | +211.9% |
| 5Y | -28.7% | -19.4% | -9.2% | -18.8% |
| All | -47.0% | +3.7% | -50.7% | -51.5% |
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