-20.2%
INVH vs ACM
+1.2%
-21.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -3.0% | -4.6% | +1.6% | -1.6% |
| 30D | -7.5% | +4.1% | -11.6% | -8.9% |
| 3M | -5.5% | -8.3% | +2.8% | -3.6% |
| 6M | +11.7% | -30.1% | +41.8% | +24.3% |
| YTD | +1.3% | -32.6% | +33.9% | +13.3% |
| 1Y | -6.1% | -49.6% | +43.5% | +16.8% |
| 3Y | -9.8% | -23.0% | +13.3% | -9.3% |
| All | -20.2% | +1.2% | -21.5% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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