+1.5%
INVH vs GWRE
-24.6%
+26.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +3.5% | +4.5% | -1.1% | +3.2% |
| 30D | +4.4% | +1.7% | +2.7% | +4.3% |
| 3M | -8.6% | +4.4% | -13.0% | -9.2% |
| 6M | -1.7% | +19.5% | -21.2% | -3.6% |
| YTD | +2.6% | -16.7% | +19.3% | +2.6% |
| 1Y | +1.5% | -24.0% | +25.5% | +5.5% |
| All | +1.5% | -24.6% | +26.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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