+31.7%
ILMN vs INVH
+72.9%
-41.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -2.9% | -0.9% | -1.9% | -2.4% |
| 30D | -23.8% | +1.2% | -25.0% | -24.5% |
| 3M | +7.5% | -10.4% | +17.8% | +12.6% |
| 6M | +42.8% | -3.6% | +46.4% | +44.0% |
| YTD | +57.8% | -0.1% | +57.9% | +55.4% |
| 1Y | +72.6% | -0.7% | +73.3% | +70.2% |
| 3Y | +129.3% | -4.6% | +133.9% | +127.9% |
| 5Y | -44.5% | -21.7% | -22.8% | -39.8% |
| All | +31.7% | +72.9% | -41.2% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling