+80.6%
INVH vs ACM
+85.5%
-4.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -7.1% | -12.9% | +5.8% | -3.0% |
| 3M | -3.0% | -6.4% | +3.4% | -1.5% |
| 6M | +10.1% | -29.2% | +39.3% | +22.8% |
| YTD | +3.8% | -29.9% | +33.8% | +15.4% |
| 1Y | -2.1% | -47.3% | +45.2% | +20.2% |
| 3Y | -7.0% | -19.6% | +12.6% | -4.7% |
| 5Y | -20.6% | +5.5% | -26.1% | -27.4% |
| All | +80.6% | +85.5% | -4.9% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling