-7.7%
INVH vs ABCL
+103.9%
-111.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | 0.0% |
| 7D | -2.3% | -2.7% | +0.4% | -2.2% |
| 30D | -5.7% | +18.3% | -24.0% | -6.4% |
| 3M | -4.5% | +108.5% | -113.0% | -7.5% |
| 6M | +11.0% | +213.9% | -203.0% | +5.0% |
| YTD | +3.7% | +223.1% | -219.4% | -2.4% |
| 1Y | -2.8% | +160.6% | -163.5% | -8.2% |
| All | -7.7% | +103.9% | -111.5% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling