+179.3%
COR vs INVH
-20.2%
+199.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.8% | -3.0% | +0.2% | -2.2% |
| 30D | +2.6% | -7.5% | +10.1% | +4.2% |
| 3M | +14.5% | -5.5% | +20.0% | +15.8% |
| 6M | -7.8% | +11.7% | -19.5% | -9.9% |
| YTD | -4.2% | +1.3% | -5.6% | -4.7% |
| 1Y | +7.0% | -6.1% | +13.1% | +8.1% |
| 3Y | +85.5% | -9.8% | +95.3% | +87.7% |
| All | +179.3% | -20.2% | +199.5% | +193.6% |
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