+33.7%
ILMN vs INVH
-9.6%
+43.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.0% |
| 7D | -9.2% | -3.1% | -6.1% | -8.0% |
| 30D | +4.4% | -7.5% | +11.9% | +7.6% |
| 3M | +23.9% | -6.3% | +30.2% | +26.8% |
| 6M | +64.5% | +9.4% | +55.1% | +56.9% |
| YTD | +53.5% | +1.4% | +52.0% | +50.8% |
| 1Y | +110.8% | -4.1% | +114.9% | +112.7% |
| All | +33.7% | -9.6% | +43.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling