+180.9%
DVA vs INVH
+75.4%
+105.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.3% | -3.0% | +1.7% | -0.3% |
| 30D | 0.0% | -7.5% | +7.5% | +2.8% |
| 3M | -10.9% | -5.5% | -5.4% | -9.3% |
| 6M | +17.3% | +11.7% | +5.6% | +12.3% |
| YTD | +59.8% | +1.3% | +58.5% | +58.2% |
| 1Y | +36.3% | -6.1% | +42.3% | +38.4% |
| 3Y | +88.6% | -9.8% | +98.4% | +91.9% |
| 5Y | +47.5% | -19.7% | +67.2% | +54.5% |
| All | +180.9% | +75.4% | +105.5% | +93.2% |
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