-2.3%
INCY vs INVH
+75.4%
-77.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -4.2% | -3.0% | -1.2% | -3.3% |
| 30D | +0.6% | -7.5% | +8.1% | +2.8% |
| 3M | +12.6% | -5.5% | +18.2% | +14.5% |
| 6M | +28.3% | +11.7% | +16.6% | +24.4% |
| YTD | +23.0% | +1.3% | +21.6% | +22.1% |
| 1Y | +41.0% | -6.1% | +47.0% | +43.0% |
| 3Y | +88.6% | -9.8% | +98.4% | +91.6% |
| 5Y | +70.8% | -19.7% | +90.5% | +76.9% |
| All | -2.3% | +75.4% | -77.6% | -15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling