+92.4%
FOXA vs INVH
+44.8%
+47.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | +0.8% | -3.0% | +3.8% | +2.1% |
| 30D | +5.0% | -7.5% | +12.6% | +8.5% |
| 3M | -3.0% | -5.5% | +2.5% | -0.7% |
| 6M | +14.8% | +11.7% | +3.1% | +9.4% |
| YTD | -8.9% | +1.3% | -10.2% | -9.7% |
| 1Y | +13.3% | -6.1% | +19.4% | +15.8% |
| 3Y | +115.4% | -9.8% | +125.2% | +120.2% |
| 5Y | +95.3% | -19.7% | +115.0% | +106.6% |
| All | +92.4% | +44.8% | +47.6% | +36.1% |
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 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