+1.9%
DIS vs INVH
+80.8%
-78.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -2.6% | -2.9% | +0.3% | -1.3% |
| 30D | +3.5% | -6.9% | +10.4% | +6.8% |
| 3M | +6.8% | -2.7% | +9.5% | +8.0% |
| 6M | +3.0% | +8.2% | -5.2% | -0.7% |
| YTD | -6.7% | +4.5% | -11.2% | -8.9% |
| 1Y | -10.1% | -2.3% | -7.8% | -9.7% |
| 3Y | +33.0% | -7.3% | +40.3% | +34.7% |
| 5Y | -40.0% | -20.5% | -19.5% | -36.0% |
| All | +1.9% | +80.8% | -78.9% | -19.0% |
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