+76.2%
INVH vs CASY
+472.9%
-396.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.4% |
| 7D | -3.0% | -18.6% | +15.6% | +2.1% |
| 30D | -7.5% | -26.6% | +19.1% | 0.0% |
| 3M | -5.5% | -32.8% | +27.2% | +4.4% |
| 6M | +11.7% | -10.0% | +21.7% | +12.4% |
| YTD | +1.3% | +11.6% | -10.3% | -4.7% |
| 1Y | -6.1% | +11.5% | -17.6% | -11.9% |
| 3Y | -9.8% | +160.7% | -170.4% | -38.1% |
| 5Y | -19.7% | +232.4% | -252.1% | -50.3% |
| All | +76.2% | +472.9% | -396.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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