+193.9%
INTU vs INVH
+75.4%
+118.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | -3.3% | -3.0% | -0.4% | -1.7% |
| 30D | -3.9% | -7.5% | +3.6% | +0.4% |
| 3M | +16.6% | -5.5% | +22.2% | +20.6% |
| 6M | -26.4% | +11.7% | -38.1% | -31.1% |
| YTD | -51.0% | +1.3% | -52.3% | -51.8% |
| 1Y | -50.8% | -6.1% | -44.7% | -49.5% |
| 3Y | -40.1% | -9.8% | -30.3% | -38.7% |
| 5Y | -41.2% | -19.7% | -21.5% | -35.8% |
| All | +193.9% | +75.4% | +118.6% | +113.8% |
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 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