+104.6%
CSCO vs INVH
-9.6%
+114.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.5% |
| 7D | -1.1% | -3.1% | +2.1% | -0.6% |
| 30D | -10.8% | -7.5% | -3.3% | -9.7% |
| 3M | -9.2% | -6.3% | -2.9% | -8.5% |
| 6M | +39.5% | +9.4% | +30.1% | +35.4% |
| YTD | +41.5% | +1.4% | +40.1% | +39.7% |
| 1Y | +61.0% | -4.1% | +65.1% | +61.2% |
| All | +104.6% | -9.6% | +114.2% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling