-25.6%
FIS vs INVH
-9.6%
-16.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.2% |
| 7D | -8.9% | -3.1% | -5.8% | -7.5% |
| 30D | -9.9% | -7.5% | -2.4% | -6.5% |
| 3M | 0.0% | -6.3% | +6.3% | +3.1% |
| 6M | -22.9% | +9.4% | -32.3% | -26.2% |
| YTD | -40.9% | +1.4% | -42.3% | -41.4% |
| 1Y | -40.4% | -4.1% | -36.3% | -39.3% |
| All | -25.6% | -9.6% | -16.0% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling