-29.3%
EW vs INVH
-20.2%
-9.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -6.2% | -3.0% | -3.2% | -4.7% |
| 30D | -9.3% | -7.5% | -1.8% | -5.6% |
| 3M | -1.6% | -5.5% | +3.9% | +1.2% |
| 6M | -0.8% | +11.7% | -12.6% | -7.1% |
| YTD | -1.0% | +1.3% | -2.4% | -2.6% |
| 1Y | +8.2% | -6.1% | +14.2% | +10.8% |
| 3Y | +12.7% | -9.8% | +22.5% | +18.6% |
| All | -29.3% | -20.2% | -9.1% | -16.0% |
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