-36.0%
FDS vs INVH
-9.6%
-26.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -5.0% |
| 7D | -16.0% | -3.1% | -12.9% | -14.9% |
| 30D | -6.7% | -7.5% | +0.8% | -3.9% |
| 3M | +6.0% | -6.3% | +12.2% | +9.0% |
| 6M | +25.1% | +9.4% | +15.6% | +22.2% |
| YTD | -8.1% | +1.4% | -9.5% | -8.1% |
| 1Y | -26.0% | -4.1% | -21.9% | -24.5% |
| All | -36.0% | -9.6% | -26.4% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling