-44.8%
COMP vs INVH
+4.5%
-49.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.7% |
| 7D | +1.4% | -2.9% | +4.3% | +4.2% |
| 30D | -13.3% | -6.9% | -6.4% | -7.1% |
| 3M | +41.1% | -2.7% | +43.8% | +44.1% |
| 6M | +17.2% | +8.2% | +9.0% | +7.7% |
| YTD | +5.2% | +4.5% | +0.7% | -1.5% |
| 1Y | +18.9% | -2.3% | +21.2% | +18.7% |
| 3Y | +215.9% | -7.3% | +223.2% | +209.4% |
| 5Y | -31.2% | -20.5% | -10.7% | -21.5% |
| All | -44.8% | +4.5% | -49.3% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling