-1.9%
INVH vs ADVB
-1.2%
-0.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | -0.1% |
| 7D | -2.3% | -13.0% | +10.7% | -2.3% |
| 30D | -5.7% | +7.5% | -13.2% | -5.7% |
| 3M | -4.5% | +129.1% | -133.6% | -4.9% |
| 6M | +11.0% | +71.7% | -60.8% | +10.5% |
| YTD | +3.7% | +45.5% | -41.9% | +3.2% |
| All | -1.9% | -1.2% | -0.8% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling