-19.6%
INVH vs ESTC
-49.0%
+29.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.9% |
| 7D | -3.1% | -13.2% | +10.0% | -1.9% |
| 30D | -7.5% | +9.3% | -16.8% | -8.6% |
| 3M | -6.3% | +37.3% | -43.6% | -9.5% |
| 6M | +9.4% | +61.0% | -51.6% | +3.6% |
| YTD | +1.4% | +10.7% | -9.2% | -0.7% |
| 1Y | -4.1% | -7.2% | +3.1% | -4.6% |
| 3Y | -9.2% | +7.2% | -16.4% | -15.5% |
| 5Y | -19.6% | -47.7% | +28.1% | -27.2% |
| All | -19.6% | -49.0% | +29.3% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling