+40.0%
D vs INVH
+80.8%
-40.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.5% | -2.9% | +4.4% | +2.9% |
| 30D | -2.6% | -6.9% | +4.3% | +0.7% |
| 3M | 0.0% | -2.7% | +2.7% | +1.1% |
| 6M | +7.4% | +8.2% | -0.8% | +3.1% |
| YTD | +15.9% | +4.5% | +11.4% | +12.8% |
| 1Y | +18.1% | -2.3% | +20.4% | +18.5% |
| 3Y | +58.4% | -7.3% | +65.7% | +61.0% |
| 5Y | +5.2% | -20.5% | +25.7% | +12.9% |
| All | +40.0% | +80.8% | -40.7% | +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 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