+3,445.2%
FIX vs INVH
+71.6%
+3,373.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.4% |
| 7D | +17.0% | -3.3% | +20.3% | +18.9% |
| 30D | -30.6% | +0.2% | -30.8% | -31.2% |
| 3M | -35.0% | -9.5% | -25.5% | -32.4% |
| 6M | -44.0% | -4.3% | -39.6% | -43.9% |
| YTD | +21.1% | -0.8% | +22.0% | +17.9% |
| 1Y | +16.3% | -3.6% | +19.9% | +14.7% |
| 3Y | +507.4% | -5.8% | +513.2% | +489.6% |
| 5Y | +1,052.1% | -22.3% | +1,074.3% | +1,135.4% |
| All | +3,445.2% | +71.6% | +3,373.6% | +2,408.5% |
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 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