+105.6%
ED vs INVH
+75.4%
+30.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.8% | -3.0% | +2.2% | +0.5% |
| 30D | -0.4% | -7.5% | +7.1% | +2.8% |
| 3M | +0.5% | -5.5% | +6.0% | +2.7% |
| 6M | -3.1% | +11.7% | -14.8% | -7.6% |
| YTD | +9.8% | +1.3% | +8.5% | +8.7% |
| 1Y | +12.6% | -6.1% | +18.7% | +14.8% |
| 3Y | +31.4% | -9.8% | +41.2% | +34.3% |
| 5Y | +69.4% | -19.7% | +89.1% | +78.5% |
| All | +105.6% | +75.4% | +30.2% | +48.9% |
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