+216.7%
CTVA vs INVH
+32.1%
+184.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.5% | -3.0% | -1.5% | -3.3% |
| 30D | +11.3% | -7.5% | +18.8% | +15.0% |
| 3M | +12.3% | -5.5% | +17.8% | +14.8% |
| 6M | +7.2% | +11.7% | -4.5% | +1.8% |
| YTD | +26.0% | +1.3% | +24.7% | +24.3% |
| 1Y | +16.0% | -6.1% | +22.1% | +18.1% |
| 3Y | +73.9% | -9.8% | +83.7% | +77.4% |
| 5Y | +103.8% | -19.7% | +123.5% | +114.9% |
| All | +216.7% | +32.1% | +184.6% | +188.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling