+27.1%
ECL vs INVH
-21.2%
+48.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.8% |
| 7D | -2.6% | -3.1% | +0.5% | -1.2% |
| 30D | -4.6% | -7.5% | +2.9% | -1.1% |
| 3M | +6.0% | -6.3% | +12.3% | +9.1% |
| 6M | -3.0% | +9.4% | -12.4% | -7.3% |
| YTD | +4.0% | +1.4% | +2.6% | +2.8% |
| 1Y | +2.0% | -4.1% | +6.1% | +3.4% |
| 3Y | +53.9% | -9.2% | +63.1% | +56.7% |
| 5Y | +27.1% | -19.6% | +46.8% | +37.8% |
| All | +27.1% | -21.2% | +48.4% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling