+105.2%
DAL vs INVH
+72.9%
+32.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -1.1% | -0.9% | -0.2% | -0.5% |
| 30D | +12.8% | +1.2% | +11.7% | +12.2% |
| 3M | -5.3% | -10.4% | +5.1% | +0.7% |
| 6M | +22.4% | -3.6% | +26.0% | +24.8% |
| YTD | +25.6% | -0.1% | +25.7% | +24.9% |
| 1Y | +45.5% | -0.7% | +46.2% | +45.0% |
| 3Y | +161.0% | -4.6% | +165.5% | +161.5% |
| 5Y | +112.2% | -21.7% | +133.9% | +135.2% |
| All | +105.2% | +72.9% | +32.3% | +58.8% |
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