+447.9%
EAT vs INVH
+75.4%
+372.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -7.7% | -3.0% | -4.7% | -5.6% |
| 30D | -13.6% | -7.5% | -6.1% | -8.6% |
| 3M | +33.9% | -5.5% | +39.4% | +39.2% |
| 6M | +47.2% | +11.7% | +35.5% | +34.8% |
| YTD | +48.1% | +1.3% | +46.7% | +44.5% |
| 1Y | +33.7% | -6.1% | +39.8% | +37.4% |
| 3Y | +595.8% | -9.8% | +605.5% | +614.9% |
| 5Y | +314.4% | -19.7% | +334.1% | +355.9% |
| All | +447.9% | +75.4% | +372.6% | +298.0% |
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 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