-20.2%
INVH vs GWRE
+15.1%
-35.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -3.0% | -13.2% | +10.2% | -1.2% |
| 30D | -7.5% | -18.6% | +11.1% | -5.6% |
| 3M | -5.5% | +18.9% | -24.4% | -8.9% |
| 6M | +11.7% | -11.0% | +22.7% | +11.3% |
| YTD | +1.3% | -29.9% | +31.2% | +4.8% |
| 1Y | -6.1% | -44.3% | +38.3% | +1.2% |
| 3Y | -9.8% | +51.7% | -61.4% | -26.5% |
| All | -20.2% | +15.1% | -35.3% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling