+17.8%
EIX vs INVH
+75.4%
-57.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.4% | -3.0% | +1.6% | +0.1% |
| 30D | -19.3% | -7.5% | -11.8% | -16.1% |
| 3M | -21.7% | -5.5% | -16.1% | -19.5% |
| 6M | -19.8% | +11.7% | -31.5% | -24.4% |
| YTD | -3.0% | +1.3% | -4.4% | -4.4% |
| 1Y | +5.1% | -6.1% | +11.2% | +7.6% |
| 3Y | -7.0% | -9.8% | +2.8% | -4.2% |
| 5Y | +22.0% | -19.7% | +41.7% | +30.6% |
| All | +17.8% | +75.4% | -57.5% | -15.0% |
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