-28.1%
COMP vs INVH
-19.3%
-8.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.7% |
| 7D | +4.1% | -3.1% | +7.2% | +7.3% |
| 30D | -14.5% | -7.1% | -7.5% | -8.1% |
| 3M | +41.8% | -3.0% | +44.8% | +45.4% |
| 6M | +23.6% | +10.1% | +13.5% | +11.2% |
| YTD | +1.7% | +3.8% | -2.1% | -4.4% |
| 1Y | +12.6% | -2.1% | +14.7% | +12.0% |
| 3Y | +221.9% | -7.0% | +228.9% | +211.8% |
| 5Y | -28.1% | -20.6% | -7.6% | -20.3% |
| All | -28.1% | -19.3% | -8.8% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling