+148.7%
EWY vs INVH
-20.2%
+168.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.1% | -3.0% | +2.9% | +0.7% |
| 30D | +7.3% | -7.5% | +14.8% | +9.5% |
| 3M | -5.1% | -5.5% | +0.4% | -4.2% |
| 6M | +42.1% | +11.7% | +30.3% | +35.2% |
| YTD | +94.1% | +1.3% | +92.8% | +90.3% |
| 1Y | +147.8% | -6.1% | +153.9% | +149.3% |
| 3Y | +222.9% | -9.8% | +232.7% | +224.0% |
| All | +148.7% | -20.2% | +168.9% | +157.2% |
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