+238.8%
EQX vs INVH
+71.4%
+167.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.2% | -3.0% | -0.2% | -2.3% |
| 30D | +7.8% | -7.5% | +15.3% | +10.1% |
| 3M | +21.3% | -5.5% | +26.9% | +23.0% |
| 6M | -22.4% | +11.7% | -34.1% | -25.2% |
| YTD | -11.3% | +1.3% | -12.6% | -12.3% |
| 1Y | +13.5% | -6.1% | +19.6% | +14.6% |
| 3Y | +162.1% | -9.8% | +171.9% | +166.6% |
| 5Y | +84.2% | -19.7% | +103.9% | +90.7% |
| All | +238.8% | +71.4% | +167.4% | +210.4% |
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