+140.3%
EXC vs INVH
+75.4%
+64.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -1.1% | -3.0% | +1.9% | +0.5% |
| 30D | -3.6% | -7.5% | +3.9% | +0.4% |
| 3M | -4.3% | -5.5% | +1.3% | -1.4% |
| 6M | -9.9% | +11.7% | -21.7% | -15.4% |
| YTD | +1.8% | +1.3% | +0.4% | +0.3% |
| 1Y | +2.9% | -6.1% | +8.9% | +5.3% |
| 3Y | +19.1% | -9.8% | +28.9% | +22.1% |
| 5Y | +44.8% | -19.7% | +64.5% | +55.2% |
| All | +140.3% | +75.4% | +64.9% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling