+114.5%
IBM vs INVH
-20.1%
+134.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.8% |
| 7D | -0.3% | -3.1% | +2.8% | +0.6% |
| 30D | -1.8% | -7.5% | +5.6% | +0.3% |
| 3M | -13.5% | -6.3% | -7.2% | -11.9% |
| 6M | -5.1% | +9.4% | -14.5% | -7.8% |
| YTD | -19.4% | +1.4% | -20.8% | -20.0% |
| 1Y | -6.5% | -4.1% | -2.4% | -5.9% |
| 3Y | +73.8% | -9.2% | +83.0% | +76.2% |
| All | +114.5% | -20.1% | +134.7% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling