-4.3%
ES vs INVH
-20.4%
+16.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | 0.0% | -2.3% | +2.3% | +1.0% |
| 30D | -1.0% | -5.7% | +4.7% | +1.5% |
| 3M | +1.5% | -4.5% | +6.0% | +3.5% |
| 6M | -3.5% | +11.0% | -14.4% | -7.9% |
| YTD | +7.0% | +3.7% | +3.3% | +4.9% |
| 1Y | +15.3% | -2.8% | +18.2% | +16.2% |
| 3Y | +30.2% | -7.1% | +37.3% | +32.3% |
| 5Y | -4.3% | -19.4% | +15.1% | -0.8% |
| All | -4.3% | -20.4% | +16.2% | -0.8% |
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