+891.9%
FLEX vs INVH
+75.4%
+816.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.2% |
| 7D | +5.7% | -3.0% | +8.7% | +7.4% |
| 30D | -7.0% | -7.5% | +0.5% | -3.6% |
| 3M | -23.8% | -5.5% | -18.3% | -22.3% |
| 6M | +82.6% | +11.7% | +70.9% | +70.0% |
| YTD | +91.6% | +1.3% | +90.3% | +86.4% |
| 1Y | +100.6% | -6.1% | +106.6% | +102.4% |
| 3Y | +479.8% | -9.8% | +489.5% | +484.3% |
| 5Y | +746.5% | -19.7% | +766.2% | +797.5% |
| All | +891.9% | +75.4% | +816.5% | +622.3% |
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