+33.6%
EMB vs INVH
+79.4%
-45.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | 0.0% | -2.3% | +2.3% | +0.4% |
| 30D | -0.3% | -5.7% | +5.5% | +0.7% |
| 3M | -0.3% | -4.5% | +4.2% | +0.4% |
| 6M | +0.7% | +11.0% | -10.2% | -1.3% |
| YTD | +1.3% | +3.7% | -2.4% | +0.3% |
| 1Y | +4.7% | -2.8% | +7.5% | +4.8% |
| 3Y | +30.1% | -7.1% | +37.2% | +30.3% |
| 5Y | +6.9% | -19.4% | +26.3% | +8.7% |
| All | +33.6% | +79.4% | -45.9% | +20.6% |
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