+138.5%
EXPE vs INVH
+79.7%
+58.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.5% |
| 7D | -9.8% | -3.1% | -6.6% | -8.0% |
| 30D | -11.5% | -7.1% | -4.4% | -7.4% |
| 3M | +21.7% | -3.0% | +24.7% | +24.1% |
| 6M | +10.4% | +10.1% | +0.3% | +4.0% |
| YTD | -2.5% | +3.8% | -6.4% | -5.5% |
| 1Y | +27.3% | -2.1% | +29.4% | +27.7% |
| 3Y | +153.5% | -7.0% | +160.5% | +158.4% |
| 5Y | +91.1% | -20.6% | +111.7% | +111.5% |
| All | +138.5% | +79.7% | +58.8% | +90.3% |
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