-37.2%
FICO vs INVH
-4.7%
-32.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.5% |
| 7D | -14.1% | -3.1% | -11.0% | -13.1% |
| 30D | -7.5% | -7.5% | 0.0% | -4.8% |
| 3M | -21.3% | -6.3% | -15.0% | -19.2% |
| 6M | -25.2% | +9.4% | -34.7% | -26.1% |
| YTD | -43.2% | +1.4% | -44.6% | -43.3% |
| 1Y | -37.2% | -4.1% | -33.1% | -38.9% |
| All | -37.2% | -4.7% | -32.5% | -38.9% |
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