+23.0%
FFIV vs INVH
-4.3%
+27.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +5.4% | -3.0% | +8.4% | +5.3% |
| 30D | -2.7% | -7.5% | +4.9% | -3.0% |
| 3M | +4.5% | -5.5% | +10.1% | +4.1% |
| 6M | +42.2% | +11.7% | +30.5% | +39.9% |
| YTD | +61.3% | +1.3% | +60.0% | +59.8% |
| 1Y | +23.0% | -6.1% | +29.1% | +26.2% |
| All | +23.0% | -4.3% | +27.3% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling