+95.5%
F vs INVH
+80.8%
+14.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +5.3% | -2.9% | +8.2% | +7.1% |
| 30D | +4.6% | -6.9% | +11.5% | +8.9% |
| 3M | -3.7% | -2.7% | -0.9% | -2.6% |
| 6M | +16.8% | +8.2% | +8.6% | +10.8% |
| YTD | +15.3% | +4.5% | +10.8% | +11.0% |
| 1Y | +31.0% | -2.3% | +33.3% | +30.8% |
| 3Y | +45.4% | -7.3% | +52.7% | +49.5% |
| 5Y | +54.7% | -20.5% | +75.1% | +71.7% |
| All | +95.5% | +80.8% | +14.7% | +36.4% |
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