+79.4%
FDS vs INVH
+79.4%
0.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -8.8% | -2.3% | -6.5% | -7.8% |
| 30D | -1.4% | -5.7% | +4.3% | +1.5% |
| 3M | +13.9% | -4.5% | +18.3% | +16.7% |
| 6M | +27.4% | +11.0% | +16.4% | +21.2% |
| YTD | -2.5% | +3.7% | -6.2% | -4.4% |
| 1Y | -23.8% | -2.8% | -20.9% | -23.0% |
| 3Y | -32.5% | -7.1% | -25.3% | -31.6% |
| 5Y | -23.2% | -19.4% | -3.7% | -17.6% |
| All | +79.4% | +79.4% | 0.0% | +33.6% |
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