+474.0%
EWT vs INVH
+75.4%
+398.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.1% | -3.0% | +1.9% | -0.3% |
| 30D | +4.5% | -7.5% | +12.0% | +6.7% |
| 3M | +8.3% | -5.5% | +13.8% | +9.6% |
| 6M | +54.2% | +11.7% | +42.5% | +48.3% |
| YTD | +74.6% | +1.3% | +73.2% | +72.3% |
| 1Y | +84.9% | -6.1% | +91.0% | +86.5% |
| 3Y | +197.5% | -9.8% | +207.3% | +200.2% |
| 5Y | +150.6% | -19.7% | +170.3% | +158.6% |
| All | +474.0% | +75.4% | +398.6% | +381.7% |
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