+144.0%
EXPE vs INVH
+75.4%
+68.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -5.8% | -3.0% | -2.8% | -4.1% |
| 30D | -13.6% | -7.5% | -6.1% | -9.4% |
| 3M | +25.2% | -5.5% | +30.7% | +29.6% |
| 6M | +22.3% | +11.7% | +10.6% | +14.2% |
| YTD | -0.3% | +1.3% | -1.6% | -1.9% |
| 1Y | +27.8% | -6.1% | +33.9% | +31.4% |
| 3Y | +162.4% | -9.8% | +172.2% | +172.3% |
| 5Y | +95.8% | -19.7% | +115.5% | +115.2% |
| All | +144.0% | +75.4% | +68.6% | +97.5% |
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 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