+501.8%
FIVE vs INVH
+75.5%
+426.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.1% |
| 7D | +0.6% | -3.1% | +3.7% | +2.5% |
| 30D | +3.0% | -7.5% | +10.5% | +7.9% |
| 3M | +23.2% | -6.3% | +29.5% | +27.7% |
| 6M | +9.2% | +9.4% | -0.3% | +2.7% |
| YTD | +28.1% | +1.4% | +26.7% | +25.5% |
| 1Y | +65.3% | -4.1% | +69.4% | +66.9% |
| 3Y | +49.4% | -9.2% | +58.6% | +51.2% |
| 5Y | +29.5% | -19.6% | +49.1% | +41.1% |
| All | +501.8% | +75.5% | +426.4% | +326.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling