-49.1%
COMP vs INVH
+0.1%
-49.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.5% |
| 7D | +2.2% | -2.5% | +4.7% | +4.6% |
| 30D | +16.3% | +0.7% | +15.7% | +15.7% |
| 3M | -19.1% | -8.8% | -10.4% | -11.6% |
| 6M | +17.1% | -5.0% | +22.2% | +22.5% |
| YTD | -2.9% | 0.0% | -3.0% | -5.1% |
| 1Y | +8.8% | -1.9% | +10.7% | +7.9% |
| 3Y | +423.5% | -5.0% | +428.5% | +387.5% |
| 5Y | -10.5% | -21.6% | +11.1% | +5.0% |
| All | -49.1% | +0.1% | -49.2% | -51.7% |
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