+107.9%
ILMN vs INVH
-4.3%
+112.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -5.4% | -3.0% | -2.4% | -5.2% |
| 30D | +7.0% | -7.5% | +14.5% | +7.6% |
| 3M | +24.2% | -5.5% | +29.7% | +24.5% |
| 6M | +69.9% | +11.7% | +58.2% | +67.6% |
| YTD | +57.4% | +1.3% | +56.1% | +54.9% |
| 1Y | +107.9% | -6.1% | +114.0% | +106.2% |
| All | +107.9% | -4.3% | +112.2% | +106.2% |
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