-20.2%
INVH vs CASY
+229.6%
-249.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.3% |
| 7D | -3.0% | -18.6% | +15.6% | +0.2% |
| 30D | -7.5% | -26.6% | +19.1% | -2.7% |
| 3M | -5.5% | -32.8% | +27.2% | +0.8% |
| 6M | +11.7% | -10.0% | +21.7% | +11.8% |
| YTD | +1.3% | +11.6% | -10.3% | -3.3% |
| 1Y | -6.1% | +11.5% | -17.6% | -10.6% |
| 3Y | -9.8% | +160.7% | -170.4% | -33.1% |
| All | -20.2% | +229.6% | -249.8% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling