+227.4%
EMR vs INVH
+75.4%
+152.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -0.4% | -3.0% | +2.6% | +1.0% |
| 30D | -6.8% | -7.5% | +0.7% | -3.5% |
| 3M | +7.5% | -5.5% | +13.0% | +9.9% |
| 6M | +9.9% | +11.7% | -1.9% | +3.8% |
| YTD | +16.0% | +1.3% | +14.6% | +14.3% |
| 1Y | +12.4% | -6.1% | +18.5% | +14.5% |
| 3Y | +60.2% | -9.8% | +70.0% | +64.2% |
| 5Y | +67.9% | -19.7% | +87.5% | +78.7% |
| All | +227.4% | +75.4% | +152.0% | +138.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling