-51.7%
FIG vs INVH
+1.1%
-52.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +4.4% |
| 7D | -4.7% | +3.1% | -7.7% | -5.3% |
| 30D | +0.5% | +5.8% | -5.2% | -0.5% |
| 3M | -18.4% | -8.5% | -9.9% | -18.4% |
| 6M | +10.9% | -1.3% | +12.2% | +11.9% |
| YTD | -40.8% | +2.6% | -43.4% | -40.2% |
| 1Y | -51.7% | +0.7% | -52.4% | -51.6% |
| All | -51.7% | +1.1% | -52.8% | -51.6% |
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 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