+113.4%
INFY vs INVH
+75.4%
+38.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | -5.4% | -3.0% | -2.4% | -4.3% |
| 30D | -9.9% | -7.5% | -2.3% | -7.2% |
| 3M | -4.6% | -5.5% | +1.0% | -2.5% |
| 6M | -18.5% | +11.7% | -30.2% | -21.8% |
| YTD | -36.5% | +1.3% | -37.9% | -37.0% |
| 1Y | -32.8% | -6.1% | -26.7% | -31.5% |
| 3Y | -32.2% | -9.8% | -22.4% | -31.0% |
| 5Y | -44.7% | -19.7% | -25.0% | -42.0% |
| All | +113.4% | +75.4% | +38.0% | +69.8% |
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