+55.5%
INVA vs SPY
+900.1%
-844.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -1.0% | -0.4% | -0.7% | -0.7% |
| 30D | +2.2% | -1.4% | +3.6% | +3.5% |
| 3M | -6.3% | +3.7% | -10.0% | -10.1% |
| 6M | -5.3% | +13.0% | -18.3% | -16.8% |
| YTD | +5.7% | +12.4% | -6.7% | -6.7% |
| 1Y | +4.7% | +18.5% | -13.8% | -12.8% |
| 3Y | +67.4% | +77.6% | -10.2% | -10.9% |
| 5Y | +34.6% | +81.7% | -47.1% | -32.9% |
| 10Y | +88.2% | +319.7% | -231.5% | -64.6% |
| All | +55.5% | +900.1% | -844.5% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling