-1.9%
INVH vs FGI
+106.7%
-108.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.3% |
| 3M | -4.5% | +31.0% | -35.5% | -5.0% |
| 6M | +11.0% | +126.8% | -115.9% | +10.3% |
| YTD | +3.7% | +35.6% | -31.9% | +3.1% |
| All | -1.9% | +106.7% | -108.6% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling