-21.8%
IDXX vs INVH
-4.3%
-17.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -5.7% | -3.0% | -2.7% | -4.5% |
| 30D | -11.5% | -7.5% | -4.0% | -8.6% |
| 3M | -9.5% | -5.5% | -4.0% | -7.4% |
| 6M | -16.0% | +11.7% | -27.7% | -19.8% |
| YTD | -25.4% | +1.3% | -26.7% | -26.0% |
| 1Y | -21.8% | -6.1% | -15.7% | -17.4% |
| All | -21.8% | -4.3% | -17.5% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling