-35.8%
EFX vs INVH
-20.2%
-15.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -4.5% | -3.0% | -1.6% | -2.8% |
| 30D | -6.1% | -7.5% | +1.4% | -1.6% |
| 3M | +6.2% | -5.5% | +11.7% | +10.1% |
| 6M | -11.2% | +11.7% | -22.9% | -16.5% |
| YTD | -21.4% | +1.3% | -22.7% | -22.2% |
| 1Y | -34.3% | -6.1% | -28.2% | -32.1% |
| 3Y | -12.5% | -9.8% | -2.8% | -8.9% |
| All | -35.8% | -20.2% | -15.6% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling