-40.4%
FIS vs INVH
+79.7%
-120.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.6% |
| 7D | -3.5% | -3.1% | -0.3% | -1.9% |
| 30D | -7.8% | -7.1% | -0.8% | -4.3% |
| 3M | +0.8% | -3.0% | +3.8% | +2.4% |
| 6M | -21.9% | +10.1% | -32.0% | -25.9% |
| YTD | -39.5% | +3.8% | -43.3% | -41.0% |
| 1Y | -41.0% | -2.1% | -38.9% | -40.8% |
| 3Y | -23.6% | -7.0% | -16.6% | -22.2% |
| 5Y | -65.6% | -20.6% | -45.0% | -62.6% |
| All | -40.4% | +79.7% | -120.1% | -53.4% |
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 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