+101.7%
FICO vs INVH
-19.3%
+121.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -15.4% | -3.1% | -12.3% | -14.0% |
| 30D | -10.4% | -7.1% | -3.3% | -6.9% |
| 3M | -22.7% | -3.0% | -19.7% | -21.4% |
| 6M | -36.8% | +10.1% | -46.9% | -39.8% |
| YTD | -44.8% | +3.8% | -48.6% | -46.1% |
| 1Y | -39.3% | -2.1% | -37.2% | -39.0% |
| 3Y | +3.7% | -7.0% | +10.7% | +4.7% |
| 5Y | +101.7% | -20.6% | +122.3% | +115.6% |
| All | +101.7% | -19.3% | +121.1% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling