+57.7%
DD vs INVH
-20.2%
+77.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -3.5% | -3.0% | -0.5% | -2.2% |
| 30D | -11.7% | -7.5% | -4.1% | -8.5% |
| 3M | -9.2% | -5.5% | -3.7% | -7.1% |
| 6M | -7.2% | +11.7% | -18.9% | -12.6% |
| YTD | +6.6% | +1.3% | +5.3% | +4.9% |
| 1Y | +32.0% | -6.1% | +38.1% | +34.6% |
| 3Y | +42.1% | -9.8% | +51.9% | +46.5% |
| All | +57.7% | -20.2% | +77.8% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling