+34.3%
ILMN vs INVH
+79.7%
-45.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | +1.9% | -3.1% | +5.0% | +3.4% |
| 30D | +12.3% | -7.1% | +19.4% | +16.2% |
| 3M | +33.5% | -3.0% | +36.5% | +35.1% |
| 6M | +69.4% | +10.1% | +59.3% | +60.6% |
| YTD | +60.9% | +3.8% | +57.1% | +56.3% |
| 1Y | +115.0% | -2.1% | +117.1% | +114.4% |
| 3Y | +37.0% | -7.0% | +44.0% | +38.6% |
| 5Y | -53.1% | -20.6% | -32.6% | -49.4% |
| All | +34.3% | +79.7% | -45.4% | +10.2% |
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 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