-2.3%
INVH vs ABCL
+186.8%
-189.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -2.9% | +0.7% | -3.6% | -2.9% |
| 30D | -6.9% | +93.1% | -100.0% | -7.4% |
| 3M | -2.7% | +79.4% | -82.1% | -3.1% |
| 6M | +8.2% | +214.9% | -206.7% | +6.8% |
| YTD | +4.5% | +234.2% | -229.7% | +2.7% |
| 1Y | -2.3% | +174.8% | -177.1% | -5.1% |
| All | -2.3% | +186.8% | -189.1% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling