+22.2%
ELV vs INVH
-20.2%
+42.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | -3.0% | +6.2% | +4.1% |
| 30D | +5.4% | -7.5% | +12.9% | +7.8% |
| 3M | +5.4% | -5.5% | +10.9% | +7.1% |
| 6M | +45.7% | +11.7% | +34.0% | +40.6% |
| YTD | +21.2% | +1.3% | +19.9% | +20.3% |
| 1Y | +35.6% | -6.1% | +41.7% | +37.7% |
| 3Y | -2.0% | -9.8% | +7.8% | +0.1% |
| All | +22.2% | -20.2% | +42.4% | +31.6% |
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 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