+76.2%
INVH vs EFV
+149.1%
-72.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.9% |
| 7D | -3.0% | -0.8% | -2.2% | -2.4% |
| 30D | -7.5% | +0.6% | -8.2% | -8.0% |
| 3M | -5.5% | +7.5% | -13.1% | -10.6% |
| 6M | +11.7% | +13.0% | -1.3% | +1.5% |
| YTD | +1.3% | +18.3% | -17.0% | -11.2% |
| 1Y | -6.1% | +26.7% | -32.8% | -22.0% |
| 3Y | -9.8% | +89.6% | -99.3% | -45.4% |
| 5Y | -19.7% | +98.2% | -117.9% | -53.4% |
| All | +76.2% | +149.1% | -72.9% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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