+5.3%
ES vs INVH
-21.7%
+27.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.1% |
| 3M | +0.5% | -10.4% | +10.9% | +5.4% |
| 6M | +7.6% | -3.6% | +11.2% | +9.3% |
| YTD | +10.2% | -0.1% | +10.3% | +9.8% |
| 1Y | +1.8% | -0.7% | +2.5% | +1.6% |
| 3Y | +55.4% | -4.6% | +60.0% | +56.2% |
| All | +5.3% | -21.7% | +27.0% | +10.7% |
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