+559.7%
COST vs INVH
+75.4%
+484.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.2% | -3.0% | +1.8% | -0.3% |
| 30D | -4.7% | -7.5% | +2.8% | -2.4% |
| 3M | -7.1% | -5.5% | -1.6% | -5.5% |
| 6M | -8.5% | +11.7% | -20.2% | -11.8% |
| YTD | +5.4% | +1.3% | +4.0% | +4.5% |
| 1Y | -5.6% | -6.1% | +0.4% | -4.3% |
| 3Y | +68.5% | -9.8% | +78.2% | +71.1% |
| 5Y | +105.2% | -19.7% | +124.9% | +114.0% |
| All | +559.7% | +75.4% | +484.3% | +445.1% |
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