-19.4%
INVH vs ABCL
-39.4%
+20.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 3M | -4.5% | +108.5% | -113.0% | -9.2% |
| 6M | +11.0% | +213.9% | -203.0% | +2.2% |
| YTD | +3.7% | +223.1% | -219.4% | -5.1% |
| 1Y | -2.8% | +160.6% | -163.5% | -10.5% |
| 3Y | -7.1% | +104.3% | -111.4% | -15.0% |
| 5Y | -19.4% | -40.0% | +20.6% | -24.1% |
| All | -19.4% | -39.4% | +20.0% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling