+190.9%
FITB vs INVH
+75.5%
+115.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.8% |
| 7D | -1.0% | -3.1% | +2.1% | +1.0% |
| 30D | -5.5% | -7.5% | +2.0% | -0.9% |
| 3M | +4.1% | -6.3% | +10.4% | +8.1% |
| 6M | +18.7% | +9.4% | +9.3% | +11.5% |
| YTD | +18.2% | +1.4% | +16.8% | +15.9% |
| 1Y | +23.7% | -4.1% | +27.8% | +25.3% |
| 3Y | +130.8% | -9.2% | +140.0% | +138.1% |
| 5Y | +69.8% | -19.6% | +89.4% | +85.2% |
| All | +190.9% | +75.5% | +115.4% | +123.4% |
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