-13.3%
INVH vs ADVB
-88.9%
+75.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.2% |
| 7D | -3.1% | -5.9% | +2.7% | -3.1% |
| 30D | -7.5% | +13.9% | -21.4% | -7.6% |
| 3M | -6.3% | +127.3% | -133.6% | -7.9% |
| 6M | +9.4% | +77.0% | -67.6% | +7.5% |
| YTD | +1.4% | +51.5% | -50.1% | -0.3% |
| 1Y | -4.1% | -11.3% | +7.2% | -4.8% |
| All | -13.3% | -88.9% | +75.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling