-46.5%
COMP vs INVH
+1.3%
-47.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.3% |
| 7D | +14.5% | +1.3% | +13.3% | +13.1% |
| 30D | +14.9% | +1.5% | +13.4% | +13.3% |
| 3M | -14.2% | -9.4% | -4.8% | -5.5% |
| 6M | +23.7% | -3.3% | +27.0% | +27.1% |
| YTD | +2.1% | +1.2% | +0.9% | -1.3% |
| 1Y | +26.2% | +1.5% | +24.7% | +20.9% |
| 3Y | +470.9% | -2.4% | +473.3% | +415.0% |
| 5Y | -14.0% | -20.6% | +6.6% | -0.4% |
| All | -46.5% | +1.3% | -47.7% | -49.7% |
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 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