+55.7%
INVH vs ESTC
+19.1%
+36.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.0% | -9.2% | +6.2% | -1.8% |
| 30D | -7.5% | +8.1% | -15.6% | -8.8% |
| 3M | -5.5% | +38.5% | -44.0% | -9.9% |
| 6M | +11.7% | +57.8% | -46.1% | +4.1% |
| YTD | +1.3% | +10.5% | -9.2% | -1.6% |
| 1Y | -6.1% | -6.4% | +0.3% | -7.1% |
| 3Y | -9.8% | +4.7% | -14.4% | -16.9% |
| 5Y | -19.7% | -47.8% | +28.1% | -22.0% |
| All | +55.7% | +19.1% | +36.5% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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