-83.1%
FRMI vs INVH
-2.8%
-80.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +7.4% | -3.0% | +10.4% | +6.6% |
| 30D | -27.6% | -7.5% | -20.1% | -28.9% |
| 3M | -20.9% | -5.5% | -15.3% | -21.7% |
| 6M | -36.6% | +11.7% | -48.3% | -36.3% |
| YTD | -31.3% | +1.3% | -32.6% | -31.3% |
| All | -83.1% | -2.8% | -80.3% | -83.6% |
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