+143.3%
EXC vs INVH
+79.4%
+63.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +0.3% | -2.3% | +2.6% | +1.5% |
| 30D | -0.9% | -5.7% | +4.9% | +2.2% |
| 3M | -2.7% | -4.5% | +1.8% | -0.4% |
| 6M | -9.4% | +11.0% | -20.3% | -14.6% |
| YTD | +3.0% | +3.7% | -0.7% | +0.3% |
| 1Y | +5.1% | -2.8% | +8.0% | +5.7% |
| 3Y | +20.6% | -7.1% | +27.7% | +21.8% |
| 5Y | +45.7% | -19.4% | +65.2% | +56.2% |
| All | +143.3% | +79.4% | +63.9% | +66.5% |
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