+59.5%
INVH vs ESTC
+26.3%
+33.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.1% |
| 7D | -3.1% | -4.3% | +1.2% | -2.7% |
| 30D | -7.1% | +17.7% | -24.8% | -9.4% |
| 3M | -3.0% | +42.3% | -45.3% | -7.8% |
| 6M | +10.1% | +64.6% | -54.5% | +2.1% |
| YTD | +3.8% | +17.2% | -13.4% | +0.2% |
| 1Y | -2.1% | -4.2% | +2.1% | -3.4% |
| 3Y | -7.0% | +13.5% | -20.5% | -15.3% |
| 5Y | -20.6% | -45.5% | +25.0% | -23.2% |
| All | +59.5% | +26.3% | +33.2% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling