-13.9%
INVH vs ADVB
-97.4%
+83.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.4% |
| 7D | +1.8% | -4.1% | +5.9% | +1.9% |
| 30D | +1.1% | -60.3% | +61.4% | +1.5% |
| 3M | -8.3% | -73.3% | +65.0% | -7.8% |
| 6M | -3.7% | -65.9% | +62.2% | -3.9% |
| YTD | +0.8% | -63.9% | +64.7% | -0.2% |
| 1Y | +1.0% | -74.1% | +75.2% | +0.7% |
| All | -13.9% | -97.4% | +83.5% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling