-30.4%
ELAN vs INVH
-20.2%
-10.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -5.4% | -3.0% | -2.4% | -3.8% |
| 30D | +4.7% | -7.5% | +12.2% | +9.4% |
| 3M | -3.7% | -5.5% | +1.9% | -0.8% |
| 6M | -1.2% | +11.7% | -12.9% | -7.4% |
| YTD | +2.4% | +1.3% | +1.1% | +0.9% |
| 1Y | +23.4% | -6.1% | +29.5% | +26.8% |
| 3Y | +96.7% | -9.8% | +106.5% | +103.0% |
| All | -30.4% | -20.2% | -10.2% | -24.0% |
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 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