-20.2%
INVH vs JAAA
+26.5%
-46.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -7.5% | +0.5% | -8.1% | -8.1% |
| 3M | -5.5% | +1.3% | -6.8% | -7.0% |
| 6M | +11.7% | +2.8% | +8.9% | +7.9% |
| YTD | +1.3% | +3.3% | -1.9% | -2.7% |
| 1Y | -6.1% | +4.9% | -11.0% | -11.5% |
| 3Y | -9.8% | +19.0% | -28.7% | -22.3% |
| All | -20.2% | +26.5% | -46.7% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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