+222.9%
EWY vs INVH
-9.7%
+232.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.1% | -3.0% | +2.9% | +0.3% |
| 30D | +7.3% | -7.5% | +14.8% | +8.3% |
| 3M | -5.1% | -5.5% | +0.4% | -4.8% |
| 6M | +42.1% | +11.7% | +30.3% | +36.1% |
| YTD | +94.1% | +1.3% | +92.8% | +90.5% |
| 1Y | +147.8% | -6.1% | +153.9% | +148.9% |
| 3Y | +222.9% | -9.8% | +232.7% | +217.9% |
| All | +222.9% | -9.7% | +232.6% | +217.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling