+223.4%
EMR vs INVH
+79.4%
+144.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +0.9% | -2.3% | +3.2% | +2.0% |
| 30D | -5.0% | -5.7% | +0.8% | -2.5% |
| 3M | +5.9% | -4.5% | +10.4% | +7.8% |
| 6M | +7.3% | +11.0% | -3.6% | +1.7% |
| YTD | +14.6% | +3.7% | +10.9% | +11.7% |
| 1Y | +15.6% | -2.8% | +18.5% | +16.0% |
| 3Y | +60.2% | -7.1% | +67.3% | +62.0% |
| 5Y | +65.8% | -19.4% | +85.3% | +76.4% |
| All | +223.4% | +79.4% | +144.0% | +133.6% |
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