+681.0%
ENTG vs INVH
+75.4%
+605.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +1.2% | -3.0% | +4.2% | +2.9% |
| 30D | -12.9% | -7.5% | -5.3% | -9.1% |
| 3M | -3.1% | -5.5% | +2.5% | -1.0% |
| 6M | +21.0% | +11.7% | +9.3% | +10.8% |
| YTD | +67.0% | +1.3% | +65.7% | +61.9% |
| 1Y | +68.6% | -6.1% | +74.7% | +70.1% |
| 3Y | +48.6% | -9.8% | +58.4% | +52.3% |
| 5Y | +18.6% | -19.7% | +38.3% | +29.5% |
| All | +681.0% | +75.4% | +605.7% | +488.8% |
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