+17.1%
COMP vs INVH
-5.2%
+22.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.3% |
| 7D | +2.2% | -2.5% | +4.7% | +4.1% |
| 30D | +16.3% | +0.7% | +15.7% | +15.4% |
| 3M | -19.1% | -8.8% | -10.4% | -15.0% |
| 6M | +17.1% | -5.0% | +22.2% | +18.2% |
| All | +17.1% | -5.2% | +22.3% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling