+142.4%
FDX vs INVH
+75.4%
+67.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -3.3% | -3.0% | -0.3% | -2.0% |
| 30D | -4.5% | -7.5% | +3.0% | -1.3% |
| 3M | -7.3% | -5.5% | -1.8% | -5.2% |
| 6M | +7.5% | +11.7% | -4.2% | +2.2% |
| YTD | +35.1% | +1.3% | +33.8% | +33.4% |
| 1Y | +71.4% | -6.1% | +77.5% | +74.6% |
| 3Y | +60.8% | -9.8% | +70.6% | +64.8% |
| 5Y | +65.5% | -19.7% | +85.2% | +75.8% |
| All | +142.4% | +75.4% | +67.1% | +92.8% |
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