-10.2%
DOW vs INVH
+46.3%
-56.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.9% |
| 7D | -2.4% | -3.1% | +0.8% | -0.8% |
| 30D | -4.1% | -7.5% | +3.4% | -0.3% |
| 3M | -12.4% | -6.3% | -6.1% | -9.8% |
| 6M | -10.6% | +9.4% | -20.1% | -15.9% |
| YTD | +31.1% | +1.4% | +29.7% | +28.3% |
| 1Y | +30.5% | -4.1% | +34.6% | +31.4% |
| 3Y | -34.4% | -9.2% | -25.2% | -32.6% |
| 5Y | -35.5% | -19.6% | -15.9% | -30.8% |
| All | -10.2% | +46.3% | -56.5% | -24.2% |
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