+628.3%
DE vs INVH
+75.4%
+552.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.6% | -3.0% | +0.4% | -1.3% |
| 30D | +9.0% | -7.5% | +16.6% | +12.7% |
| 3M | +19.1% | -5.5% | +24.7% | +21.8% |
| 6M | +14.4% | +11.7% | +2.7% | +8.7% |
| YTD | +45.9% | +1.3% | +44.6% | +44.1% |
| 1Y | +43.6% | -6.1% | +49.7% | +46.3% |
| 3Y | +75.9% | -9.8% | +85.6% | +79.7% |
| 5Y | +98.8% | -19.7% | +118.4% | +110.2% |
| All | +628.3% | +75.4% | +552.9% | +449.6% |
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