+163.8%
EW vs INVH
+79.4%
+84.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.1% | -2.3% | -2.8% | -4.0% |
| 30D | -6.4% | -5.7% | -0.6% | -3.7% |
| 3M | -1.6% | -4.5% | +2.9% | +0.5% |
| 6M | +2.3% | +11.0% | -8.7% | -3.2% |
| YTD | +1.1% | +3.7% | -2.6% | -1.4% |
| 1Y | +8.0% | -2.8% | +10.8% | +8.5% |
| 3Y | +16.3% | -7.1% | +23.5% | +19.8% |
| 5Y | -29.4% | -19.4% | -10.0% | -22.9% |
| All | +163.8% | +79.4% | +84.3% | +109.3% |
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