+119.4%
IBM vs INVH
+75.4%
+44.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.6% | -3.0% | +6.6% | +4.8% |
| 30D | +3.1% | -7.5% | +10.6% | +6.1% |
| 3M | -10.8% | -5.5% | -5.3% | -9.0% |
| 6M | -0.8% | +11.7% | -12.5% | -5.2% |
| YTD | -16.2% | +1.3% | -17.5% | -17.1% |
| 1Y | -2.9% | -6.1% | +3.2% | -1.3% |
| 3Y | +79.8% | -9.8% | +89.6% | +82.9% |
| 5Y | +124.9% | -19.7% | +144.6% | +135.2% |
| All | +119.4% | +75.4% | +44.1% | +70.5% |
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 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