+136.8%
EFA vs INVH
+75.4%
+61.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.5% | -3.0% | +1.5% | -0.5% |
| 30D | -1.7% | -7.5% | +5.9% | +1.0% |
| 3M | +3.5% | -5.5% | +9.0% | +5.3% |
| 6M | +9.5% | +11.7% | -2.2% | +4.8% |
| YTD | +12.9% | +1.3% | +11.5% | +11.5% |
| 1Y | +18.2% | -6.1% | +24.3% | +19.8% |
| 3Y | +64.8% | -9.8% | +74.6% | +67.3% |
| 5Y | +53.9% | -19.7% | +73.6% | +60.8% |
| All | +136.8% | +75.4% | +61.5% | +95.6% |
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