+100.3%
EOG vs INVH
+79.4%
+20.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -2.3% | +1.0% | -0.5% |
| 30D | +3.4% | -5.7% | +9.1% | +5.5% |
| 3M | +7.8% | -4.5% | +12.3% | +9.4% |
| 6M | +13.4% | +11.0% | +2.4% | +8.3% |
| YTD | +43.5% | +3.7% | +39.8% | +40.2% |
| 1Y | +29.7% | -2.8% | +32.5% | +29.7% |
| 3Y | +23.2% | -7.1% | +30.3% | +23.5% |
| 5Y | +176.4% | -19.4% | +195.8% | +188.6% |
| All | +100.3% | +79.4% | +20.9% | +62.2% |
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