-38.6%
FICO vs INVH
-2.4%
-36.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.6% |
| 7D | -19.2% | -2.9% | -16.3% | -18.3% |
| 30D | -14.6% | -6.9% | -7.7% | -12.4% |
| 3M | -20.1% | -2.7% | -17.4% | -19.2% |
| 6M | -36.3% | +8.2% | -44.5% | -37.3% |
| YTD | -44.9% | +4.5% | -49.3% | -45.5% |
| 1Y | -38.6% | -2.3% | -36.3% | -40.4% |
| All | -38.6% | -2.4% | -36.2% | -40.4% |
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