-19.7%
INVH vs FGI
-69.8%
+50.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -3.1% | +5.2% | -8.3% | -3.2% |
| 30D | -7.1% | +65.2% | -72.3% | -8.0% |
| 3M | -3.0% | +30.2% | -33.1% | -3.8% |
| 6M | +10.1% | +87.8% | -77.7% | +8.4% |
| YTD | +3.8% | +32.5% | -28.6% | +2.5% |
| 1Y | -2.1% | +93.6% | -95.7% | -4.4% |
| 3Y | -7.0% | -2.6% | -4.4% | -9.0% |
| All | -19.7% | -69.8% | +50.1% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling