+5.7%
COMP vs INVH
-2.8%
+8.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.8% |
| 7D | +8.9% | -3.3% | +12.2% | +10.1% |
| 30D | +14.0% | +0.2% | +13.7% | +13.9% |
| 3M | -21.1% | -9.5% | -11.6% | -19.4% |
| 6M | +20.1% | -4.3% | +24.4% | +21.7% |
| YTD | -5.0% | -0.8% | -4.2% | -8.1% |
| 1Y | +5.7% | -3.6% | +9.3% | +3.8% |
| All | +5.7% | -2.8% | +8.5% | +3.8% |
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