+76.3%
INVA vs SPY
+322.5%
-246.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -3.1% | -0.8% | -2.4% | -2.6% |
| 30D | -0.7% | -1.1% | +0.3% | 0.0% |
| 3M | -7.9% | +3.9% | -11.8% | -10.6% |
| 6M | -7.9% | +13.6% | -21.5% | -16.2% |
| YTD | +3.4% | +12.7% | -9.3% | -5.5% |
| 1Y | +6.3% | +17.5% | -11.2% | -6.0% |
| 3Y | +65.3% | +76.9% | -11.6% | +4.3% |
| 5Y | +33.0% | +83.6% | -50.5% | -20.5% |
| All | +76.3% | +322.5% | -246.2% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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