+784.7%
FIX vs INVH
-7.5%
+792.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | +6.1% | -3.1% | +9.2% | +6.4% |
| 30D | -2.7% | -7.1% | +4.4% | -1.9% |
| 3M | -10.9% | -3.0% | -8.0% | -11.0% |
| 6M | +29.0% | +10.1% | +18.9% | +25.2% |
| YTD | +76.9% | +3.8% | +73.0% | +73.9% |
| 1Y | +130.7% | -2.1% | +132.8% | +131.2% |
| All | +784.7% | -7.5% | +792.2% | +819.0% |
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 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