+80.6%
INVH vs CASY
+582.8%
-502.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.2% |
| 7D | -3.1% | -4.4% | +1.2% | -2.0% |
| 30D | -7.1% | -12.0% | +5.0% | -3.9% |
| 3M | -3.0% | -2.3% | -0.6% | -3.6% |
| 6M | +10.1% | +10.5% | -0.4% | +5.1% |
| YTD | +3.8% | +33.0% | -29.2% | -6.5% |
| 1Y | -2.1% | +41.1% | -43.2% | -13.7% |
| 3Y | -7.0% | +207.5% | -214.5% | -38.6% |
| 5Y | -20.6% | +290.7% | -311.3% | -52.7% |
| All | +80.6% | +582.8% | -502.2% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling