+199.8%
ESI vs INVH
+75.4%
+124.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.6% | -3.0% | -1.6% | -3.1% |
| 30D | -10.5% | -7.5% | -3.0% | -7.0% |
| 3M | -19.8% | -5.5% | -14.3% | -18.0% |
| 6M | +5.8% | +11.7% | -5.9% | -1.6% |
| YTD | +38.3% | +1.3% | +37.0% | +34.9% |
| 1Y | +31.5% | -6.1% | +37.6% | +33.4% |
| 3Y | +80.7% | -9.8% | +90.4% | +85.1% |
| 5Y | +69.4% | -19.7% | +89.1% | +82.9% |
| All | +199.8% | +75.4% | +124.5% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling