+162.1%
EQX vs INVH
-9.7%
+171.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.2% | -3.0% | -0.2% | -2.4% |
| 30D | +7.8% | -7.5% | +15.3% | +9.9% |
| 3M | +21.3% | -5.5% | +26.9% | +22.8% |
| 6M | -22.4% | +11.7% | -34.1% | -25.4% |
| YTD | -11.3% | +1.3% | -12.6% | -12.5% |
| 1Y | +13.5% | -6.1% | +19.6% | +15.5% |
| 3Y | +162.1% | -9.8% | +171.9% | +184.2% |
| All | +162.1% | -9.7% | +171.8% | +184.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling