+72.2%
EQX vs INVH
-20.2%
+92.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.2% | -3.0% | -0.2% | -1.9% |
| 30D | +7.8% | -7.5% | +15.3% | +11.4% |
| 3M | +21.3% | -5.5% | +26.9% | +23.8% |
| 6M | -22.4% | +11.7% | -34.1% | -26.8% |
| YTD | -11.3% | +1.3% | -12.6% | -13.1% |
| 1Y | +13.5% | -6.1% | +19.6% | +15.3% |
| 3Y | +162.1% | -9.8% | +171.9% | +167.5% |
| All | +72.2% | -20.2% | +92.4% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling