-20.2%
INVH vs ARWR
+29.9%
-50.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -3.0% | -4.0% | +1.0% | -2.6% |
| 30D | -7.5% | -5.0% | -2.5% | -7.1% |
| 3M | -5.5% | +11.3% | -16.9% | -6.9% |
| 6M | +11.7% | +42.6% | -30.9% | +6.9% |
| YTD | +1.3% | +24.8% | -23.5% | -1.8% |
| 1Y | -6.1% | +178.8% | -184.8% | -17.4% |
| 3Y | -9.8% | +183.3% | -193.1% | -25.2% |
| All | -20.2% | +29.9% | -50.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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