+107.6%
ED vs INVH
+79.4%
+28.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.2% | -2.3% | +2.1% | +0.8% |
| 30D | +1.9% | -5.7% | +7.7% | +4.4% |
| 3M | +1.9% | -4.5% | +6.3% | +3.7% |
| 6M | -2.3% | +11.0% | -13.2% | -6.5% |
| YTD | +10.9% | +3.7% | +7.2% | +8.7% |
| 1Y | +14.5% | -2.8% | +17.4% | +15.2% |
| 3Y | +33.4% | -7.1% | +40.5% | +34.7% |
| 5Y | +67.3% | -19.4% | +86.7% | +76.2% |
| All | +107.6% | +79.4% | +28.2% | +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 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