+529.1%
FIVE vs INVH
+80.8%
+448.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +4.3% | -2.9% | +7.2% | +6.1% |
| 30D | +12.5% | -6.9% | +19.4% | +17.4% |
| 3M | +31.2% | -2.7% | +34.0% | +33.0% |
| 6M | +14.4% | +8.2% | +6.2% | +8.4% |
| YTD | +33.9% | +4.5% | +29.4% | +28.9% |
| 1Y | +65.1% | -2.3% | +67.4% | +64.8% |
| 3Y | +49.0% | -7.3% | +56.2% | +49.0% |
| 5Y | +30.3% | -20.5% | +50.8% | +43.3% |
| All | +529.1% | +80.8% | +448.3% | +337.5% |
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