+253.5%
EME vs INVH
-9.7%
+263.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +3.5% | -3.0% | +6.5% | +3.6% |
| 30D | -6.3% | -7.5% | +1.2% | -6.1% |
| 3M | -3.8% | -5.5% | +1.8% | -3.8% |
| 6M | +8.5% | +11.7% | -3.2% | +6.6% |
| YTD | +27.8% | +1.3% | +26.5% | +26.9% |
| 1Y | +22.2% | -6.1% | +28.3% | +23.5% |
| 3Y | +253.5% | -9.8% | +263.2% | +271.3% |
| All | +253.5% | -9.7% | +263.2% | +271.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling