+90.1%
FOXA vs INVH
+44.9%
+45.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.0% |
| 7D | -3.7% | -3.1% | -0.6% | -2.5% |
| 30D | +5.4% | -7.5% | +12.8% | +8.8% |
| 3M | -3.7% | -6.3% | +2.6% | -1.1% |
| 6M | +12.6% | +9.4% | +3.1% | +8.2% |
| YTD | -10.0% | +1.4% | -11.4% | -10.8% |
| 1Y | +15.0% | -4.1% | +19.1% | +16.5% |
| 3Y | +115.1% | -9.2% | +124.3% | +119.2% |
| 5Y | +93.0% | -19.6% | +112.7% | +104.2% |
| All | +90.1% | +44.9% | +45.3% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling