+36.9%
D vs INVH
+75.4%
-38.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -2.2% | -3.0% | +0.7% | -0.8% |
| 30D | -4.5% | -7.5% | +3.1% | -0.9% |
| 3M | -2.5% | -5.5% | +3.0% | -0.1% |
| 6M | +5.5% | +11.7% | -6.2% | -0.1% |
| YTD | +13.3% | +1.3% | +11.9% | +11.9% |
| 1Y | +11.8% | -6.1% | +17.9% | +14.3% |
| 3Y | +56.7% | -9.8% | +66.5% | +61.3% |
| 5Y | +4.3% | -19.7% | +24.0% | +11.2% |
| All | +36.9% | +75.4% | -38.5% | -0.4% |
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