+133.8%
EWJ vs INVH
+75.4%
+58.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.3% | -3.0% | +3.3% | +1.1% |
| 30D | +0.8% | -7.5% | +8.3% | +2.9% |
| 3M | +7.5% | -5.5% | +13.0% | +8.9% |
| 6M | +15.6% | +11.7% | +3.9% | +11.4% |
| YTD | +22.7% | +1.3% | +21.4% | +21.4% |
| 1Y | +26.4% | -6.1% | +32.5% | +27.7% |
| 3Y | +72.5% | -9.8% | +82.3% | +74.7% |
| 5Y | +52.4% | -19.7% | +72.1% | +57.6% |
| All | +133.8% | +75.4% | +58.5% | +94.1% |
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