+60.1%
EWZ vs INVH
-20.4%
+80.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.1% | -2.3% | +2.2% | +0.6% |
| 30D | +8.2% | -5.7% | +13.9% | +9.9% |
| 3M | +13.3% | -4.5% | +17.8% | +14.5% |
| 6M | +3.6% | +11.0% | -7.4% | 0.0% |
| YTD | +21.0% | +3.7% | +17.3% | +18.9% |
| 1Y | +34.7% | -2.8% | +37.5% | +35.0% |
| 3Y | +48.3% | -7.1% | +55.4% | +48.8% |
| 5Y | +60.1% | -19.4% | +79.5% | +70.2% |
| All | +60.1% | -20.4% | +80.5% | +70.2% |
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