+180.8%
ELV vs INVH
+79.4%
+101.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -2.2% | -2.3% | +0.1% | -1.2% |
| 30D | -0.2% | -5.7% | +5.5% | +2.5% |
| 3M | -6.1% | -4.5% | -1.6% | -4.2% |
| 6M | +42.8% | +11.0% | +31.9% | +35.7% |
| YTD | +14.4% | +3.7% | +10.7% | +11.7% |
| 1Y | +28.6% | -2.8% | +31.5% | +29.2% |
| 3Y | -7.4% | -7.1% | -0.3% | -6.6% |
| 5Y | +14.5% | -19.4% | +33.9% | +21.4% |
| All | +180.8% | +79.4% | +101.3% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling