+515.3%
FIVE vs INVH
+72.9%
+442.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.6% |
| 7D | +2.7% | -0.9% | +3.6% | +3.2% |
| 30D | +12.7% | +1.2% | +11.5% | +11.9% |
| 3M | +2.1% | -10.4% | +12.4% | +8.9% |
| 6M | +17.5% | -3.6% | +21.1% | +19.4% |
| YTD | +31.0% | -0.1% | +31.1% | +29.4% |
| 1Y | +67.7% | -0.7% | +68.4% | +66.0% |
| 3Y | +43.4% | -4.6% | +48.0% | +40.6% |
| 5Y | +18.1% | -21.7% | +39.7% | +30.9% |
| All | +515.3% | +72.9% | +442.4% | +339.1% |
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