+542.3%
FLEX vs INVH
+72.9%
+469.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | +7.5% | -0.9% | +8.4% | +7.9% |
| 30D | -25.3% | +1.2% | -26.4% | -26.3% |
| 3M | -39.7% | -10.4% | -29.3% | -36.9% |
| 6M | -47.9% | -3.6% | -44.2% | -47.9% |
| YTD | +24.1% | -0.1% | +24.2% | +20.6% |
| 1Y | +26.0% | -0.7% | +26.6% | +22.5% |
| 3Y | +282.7% | -4.6% | +287.3% | +271.1% |
| 5Y | +424.2% | -21.7% | +445.9% | +460.8% |
| All | +542.3% | +72.9% | +469.4% | +367.4% |
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