+155.0%
ECL vs INVH
+79.7%
+75.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -0.8% | -3.1% | +2.4% | +0.8% |
| 30D | -2.5% | -7.1% | +4.6% | +1.1% |
| 3M | +8.3% | -3.0% | +11.3% | +9.9% |
| 6M | -1.1% | +10.1% | -11.2% | -6.0% |
| YTD | +6.5% | +3.8% | +2.7% | +3.9% |
| 1Y | +2.1% | -2.1% | +4.2% | +2.4% |
| 3Y | +57.6% | -7.0% | +64.6% | +59.0% |
| 5Y | +28.1% | -20.6% | +48.6% | +38.5% |
| All | +155.0% | +79.7% | +75.4% | +88.5% |
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