+54.4%
FIVE vs INVH
-7.6%
+61.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +1.7% | -2.3% | +4.0% | +2.3% |
| 30D | +5.0% | -5.7% | +10.7% | +6.7% |
| 3M | +29.5% | -4.5% | +34.0% | +31.0% |
| 6M | +12.4% | +11.0% | +1.5% | +9.0% |
| YTD | +31.2% | +3.7% | +27.5% | +29.4% |
| 1Y | +72.9% | -2.8% | +75.7% | +73.7% |
| All | +54.4% | -7.6% | +61.9% | +54.8% |
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