+112.5%
EVRG vs INVH
+75.4%
+37.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.1% | -3.0% | +3.1% | +1.6% |
| 30D | -1.2% | -7.5% | +6.3% | +2.6% |
| 3M | -0.6% | -5.5% | +4.9% | +2.1% |
| 6M | +2.4% | +11.7% | -9.3% | -3.3% |
| YTD | +15.5% | +1.3% | +14.1% | +14.0% |
| 1Y | +16.8% | -6.1% | +22.9% | +19.6% |
| 3Y | +75.0% | -9.8% | +84.8% | +79.4% |
| 5Y | +49.3% | -19.7% | +69.0% | +59.2% |
| All | +112.5% | +75.4% | +37.1% | +51.4% |
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