+85.6%
F vs INVH
+75.5%
+10.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.4% | +4.5% |
| 7D | -3.7% | -3.1% | -0.5% | -2.0% |
| 30D | -0.7% | -7.5% | +6.8% | +3.7% |
| 3M | -1.9% | -6.3% | +4.4% | +1.4% |
| 6M | +16.1% | +9.4% | +6.6% | +9.2% |
| YTD | +9.5% | +1.4% | +8.1% | +7.2% |
| 1Y | +27.2% | -4.1% | +31.3% | +28.2% |
| 3Y | +36.3% | -9.2% | +45.5% | +41.7% |
| 5Y | +49.3% | -19.6% | +68.9% | +64.8% |
| All | +85.6% | +75.5% | +10.1% | +31.7% |
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