+323.0%
EQNR vs INVH
+75.4%
+247.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.4% | -3.0% | +9.4% | +7.6% |
| 30D | +10.4% | -7.5% | +17.9% | +13.4% |
| 3M | +23.1% | -5.5% | +28.6% | +25.2% |
| 6M | +36.3% | +11.7% | +24.6% | +29.6% |
| YTD | +96.0% | +1.3% | +94.6% | +92.8% |
| 1Y | +94.2% | -6.1% | +100.3% | +96.3% |
| 3Y | +75.3% | -9.8% | +85.0% | +77.2% |
| 5Y | +187.2% | -19.7% | +206.9% | +198.5% |
| All | +323.0% | +75.4% | +247.7% | +210.9% |
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