+3,426.5%
DELL vs INVH
+75.4%
+3,351.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.0% | +12.0% |
| 7D | +8.2% | -3.0% | +11.2% | +9.5% |
| 30D | +17.1% | -7.5% | +24.6% | +20.5% |
| 3M | +45.2% | -5.5% | +50.7% | +47.4% |
| 6M | +286.8% | +11.7% | +275.1% | +264.4% |
| YTD | +354.8% | +1.3% | +353.4% | +345.3% |
| 1Y | +358.3% | -6.1% | +364.3% | +362.5% |
| 3Y | +724.9% | -9.8% | +734.7% | +732.4% |
| 5Y | +1,193.7% | -19.7% | +1,213.4% | +1,257.8% |
| All | +3,426.5% | +75.4% | +3,351.1% | +2,494.6% |
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 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