+31.7%
ED vs INVH
-9.6%
+41.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | -1.9% | -3.1% | +1.3% | -0.8% |
| 30D | +0.1% | -7.5% | +7.6% | +2.7% |
| 3M | 0.0% | -6.3% | +6.3% | +2.2% |
| 6M | -2.5% | +9.4% | -12.0% | -5.4% |
| YTD | +10.1% | +1.4% | +8.7% | +9.3% |
| 1Y | +13.6% | -4.1% | +17.7% | +14.8% |
| All | +31.7% | -9.6% | +41.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling