-54.8%
ILMN vs INVH
-21.2%
-33.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.5% |
| 7D | -9.2% | -3.1% | -6.1% | -7.5% |
| 30D | +4.4% | -7.5% | +11.9% | +9.2% |
| 3M | +23.9% | -6.3% | +30.2% | +28.2% |
| 6M | +64.5% | +9.4% | +55.1% | +54.0% |
| YTD | +53.5% | +1.4% | +52.0% | +49.7% |
| 1Y | +110.8% | -4.1% | +114.9% | +112.6% |
| 3Y | +30.7% | -9.2% | +39.8% | +33.0% |
| 5Y | -54.8% | -19.6% | -35.2% | -49.2% |
| All | -54.8% | -21.2% | -33.6% | -49.2% |
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 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