+38.1%
ILMN vs INVH
-4.4%
+42.5%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | +1.2% | -2.9% | +4.1% | +1.6% |
| 30D | +9.2% | -6.9% | +16.1% | +10.1% |
| All | +38.1% | -4.4% | +42.5% | +37.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling