-19.8%
INVH vs FGI
-69.1%
+49.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.2% |
| 7D | -2.3% | +14.7% | -17.0% | -2.4% |
| 30D | -5.7% | +67.0% | -72.7% | -6.7% |
| 3M | -4.5% | +31.0% | -35.5% | -5.3% |
| 6M | +11.0% | +126.8% | -115.9% | +9.1% |
| YTD | +3.7% | +35.6% | -31.9% | +2.3% |
| 1Y | -2.8% | +108.9% | -111.8% | -5.3% |
| 3Y | -7.1% | -0.3% | -6.9% | -9.1% |
| All | -19.8% | -69.1% | +49.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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