+37.6%
EL vs INVH
+75.4%
-37.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -6.5% | -3.0% | -3.5% | -5.1% |
| 30D | +11.1% | -7.5% | +18.7% | +15.6% |
| 3M | +10.7% | -5.5% | +16.2% | +13.7% |
| 6M | +6.9% | +11.7% | -4.8% | +0.7% |
| YTD | -6.3% | +1.3% | -7.6% | -7.6% |
| 1Y | +13.5% | -6.1% | +19.5% | +16.1% |
| 3Y | -33.1% | -9.8% | -23.3% | -30.3% |
| 5Y | -68.8% | -19.7% | -49.1% | -65.9% |
| All | +37.6% | +75.4% | -37.8% | +14.9% |
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 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