+671.0%
FICO vs INVH
+80.8%
+590.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.6% |
| 7D | -19.2% | -2.9% | -16.3% | -17.7% |
| 30D | -14.6% | -6.9% | -7.7% | -10.6% |
| 3M | -20.1% | -2.7% | -17.4% | -18.7% |
| 6M | -36.3% | +8.2% | -44.5% | -39.5% |
| YTD | -44.9% | +4.5% | -49.3% | -46.7% |
| 1Y | -38.6% | -2.3% | -36.3% | -38.3% |
| 3Y | +4.0% | -7.3% | +11.3% | +4.9% |
| 5Y | +99.5% | -20.5% | +120.0% | +119.0% |
| All | +671.0% | +80.8% | +590.2% | +424.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling