+211.1%
FFIV vs INVH
+75.4%
+135.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +5.4% | -3.0% | +8.4% | +6.5% |
| 30D | -2.7% | -7.5% | +4.9% | -0.2% |
| 3M | +4.5% | -5.5% | +10.1% | +6.2% |
| 6M | +42.2% | +11.7% | +30.5% | +36.0% |
| YTD | +61.3% | +1.3% | +60.0% | +59.0% |
| 1Y | +23.0% | -6.1% | +29.1% | +24.5% |
| 3Y | +156.3% | -9.8% | +166.0% | +159.4% |
| 5Y | +102.9% | -19.7% | +122.5% | +111.7% |
| All | +211.1% | +75.4% | +135.7% | +156.0% |
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