-2.1%
FISV vs INVH
+75.4%
-77.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.5% |
| 7D | -2.7% | -3.0% | +0.3% | -1.1% |
| 30D | 0.0% | -7.5% | +7.6% | +4.4% |
| 3M | -2.8% | -5.5% | +2.7% | +0.4% |
| 6M | -11.8% | +11.7% | -23.5% | -17.1% |
| YTD | -23.2% | +1.3% | -24.5% | -24.1% |
| 1Y | -62.0% | -6.1% | -55.9% | -60.6% |
| 3Y | -57.6% | -9.8% | -47.8% | -55.8% |
| 5Y | -53.4% | -19.7% | -33.7% | -49.2% |
| All | -2.1% | +75.4% | -77.5% | -25.5% |
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