+76.4%
INVH vs EFV
+146.4%
-70.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -3.1% | -2.0% | -1.1% | -1.7% |
| 30D | -7.5% | -0.2% | -7.3% | -7.4% |
| 3M | -6.3% | +9.1% | -15.4% | -12.3% |
| 6M | +9.4% | +11.7% | -2.3% | +0.3% |
| YTD | +1.4% | +17.0% | -15.6% | -10.5% |
| 1Y | -4.1% | +26.7% | -30.8% | -20.3% |
| 3Y | -9.2% | +90.2% | -99.3% | -45.2% |
| 5Y | -19.6% | +96.1% | -115.7% | -53.0% |
| All | +76.4% | +146.4% | -70.1% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling