+628.3%
ETN vs INVH
+75.4%
+552.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.5% | -3.0% | +6.5% | +5.0% |
| 30D | -7.5% | -7.5% | 0.0% | -4.3% |
| 3M | +8.3% | -5.5% | +13.9% | +10.4% |
| 6M | +20.2% | +11.7% | +8.5% | +12.8% |
| YTD | +34.7% | +1.3% | +33.3% | +32.0% |
| 1Y | +19.4% | -6.1% | +25.5% | +21.0% |
| 3Y | +85.5% | -9.8% | +95.3% | +87.7% |
| 5Y | +186.6% | -19.7% | +206.3% | +203.3% |
| All | +628.3% | +75.4% | +552.9% | +434.5% |
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