+80.3%
INVH vs ARWR
+4,115.8%
-4,035.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -2.3% | -3.2% | +0.9% | -2.0% |
| 30D | -5.7% | -6.5% | +0.7% | -5.3% |
| 3M | -4.5% | +12.7% | -17.2% | -5.7% |
| 6M | +11.0% | +36.2% | -25.2% | +7.5% |
| YTD | +3.7% | +24.5% | -20.8% | +1.0% |
| 1Y | -2.8% | +198.0% | -200.8% | -12.8% |
| 3Y | -7.1% | +176.4% | -183.5% | -19.3% |
| 5Y | -19.4% | +26.6% | -46.0% | -27.7% |
| All | +80.3% | +4,115.8% | -4,035.5% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling