+68.3%
EWZ vs INVH
+80.8%
-12.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +6.5% | -2.9% | +9.4% | +7.9% |
| 30D | +4.8% | -6.9% | +11.8% | +8.3% |
| 3M | +9.9% | -2.7% | +12.6% | +10.8% |
| 6M | +1.9% | +8.2% | -6.3% | -2.4% |
| YTD | +20.3% | +4.5% | +15.8% | +16.5% |
| 1Y | +35.6% | -2.3% | +37.9% | +35.3% |
| 3Y | +43.4% | -7.3% | +50.7% | +43.7% |
| 5Y | +55.9% | -20.5% | +76.4% | +66.3% |
| All | +68.3% | +80.8% | -12.4% | +28.2% |
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 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