+45.6%
EXC vs INVH
-21.2%
+66.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.2% |
| 7D | -1.6% | -3.1% | +1.5% | -0.4% |
| 30D | -2.4% | -7.5% | +5.1% | +0.7% |
| 3M | -4.0% | -6.3% | +2.3% | -1.5% |
| 6M | -9.8% | +9.4% | -19.2% | -13.2% |
| YTD | +2.3% | +1.4% | +0.9% | +1.3% |
| 1Y | +3.8% | -4.1% | +7.9% | +5.1% |
| 3Y | +19.7% | -9.2% | +28.9% | +22.2% |
| 5Y | +45.6% | -19.6% | +65.2% | +52.9% |
| All | +45.6% | -21.2% | +66.8% | +52.9% |
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 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