+131.2%
FITB vs INVH
-9.7%
+140.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.3% | -3.0% | +2.7% | +1.2% |
| 30D | -5.7% | -7.5% | +1.9% | -2.1% |
| 3M | +3.2% | -5.5% | +8.7% | +5.8% |
| 6M | +23.4% | +11.7% | +11.7% | +16.1% |
| YTD | +18.8% | +1.3% | +17.5% | +17.2% |
| 1Y | +25.0% | -6.1% | +31.1% | +28.4% |
| 3Y | +131.2% | -9.8% | +141.0% | +135.3% |
| All | +131.2% | -9.7% | +140.9% | +135.3% |
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