+1.8%
ES vs INVH
-2.8%
+4.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.5% |
| 7D | +2.7% | -0.9% | +3.6% | +3.1% |
| 30D | +7.6% | +1.2% | +6.4% | +7.2% |
| 3M | +0.5% | -10.4% | +10.9% | +4.6% |
| 6M | +7.6% | -3.6% | +11.2% | +9.5% |
| YTD | +10.2% | -0.1% | +10.3% | +10.0% |
| 1Y | +1.8% | -0.7% | +2.5% | +0.1% |
| All | +1.8% | -2.8% | +4.7% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling