+63.5%
CVS vs INVH
+75.4%
-11.9%
-56.8%
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% | -0.6% |
| 7D | -2.2% | -3.0% | +0.8% | -1.1% |
| 30D | -0.1% | -7.5% | +7.5% | +2.7% |
| 3M | -5.2% | -5.5% | +0.3% | -3.4% |
| 6M | +26.9% | +11.7% | +15.2% | +21.9% |
| YTD | +22.1% | +1.3% | +20.7% | +20.9% |
| 1Y | +30.8% | -6.1% | +36.9% | +32.9% |
| 3Y | +54.4% | -9.8% | +64.2% | +57.4% |
| 5Y | +33.4% | -19.7% | +53.0% | +39.6% |
| All | +63.5% | +75.4% | -11.9% | +33.7% |
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 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