+144.1%
FDX vs INVH
+79.7%
+64.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -3.3% | -3.1% | -0.2% | -2.0% |
| 30D | -1.4% | -7.1% | +5.7% | +1.7% |
| 3M | -4.5% | -3.0% | -1.5% | -3.4% |
| 6M | +9.4% | +10.1% | -0.7% | +4.6% |
| YTD | +36.0% | +3.8% | +32.2% | +33.0% |
| 1Y | +75.5% | -2.1% | +77.6% | +75.7% |
| 3Y | +62.8% | -7.0% | +69.8% | +64.7% |
| 5Y | +64.4% | -20.6% | +85.0% | +75.7% |
| All | +144.1% | +79.7% | +64.4% | +92.1% |
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