+212.4%
ESI vs INVH
+79.4%
+133.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +3.9% | -2.3% | +6.2% | +5.1% |
| 30D | -3.8% | -5.7% | +1.9% | -1.0% |
| 3M | -13.1% | -4.5% | -8.7% | -11.7% |
| 6M | +11.3% | +11.0% | +0.4% | +4.0% |
| YTD | +44.1% | +3.7% | +40.4% | +38.9% |
| 1Y | +40.3% | -2.8% | +43.2% | +39.7% |
| 3Y | +84.1% | -7.1% | +91.2% | +85.7% |
| 5Y | +75.8% | -19.4% | +95.2% | +89.5% |
| All | +212.4% | +79.4% | +133.0% | +138.7% |
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 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