-9.8%
INVH vs NWSA
+43.3%
-53.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -3.0% | -2.8% | -0.2% | -2.2% |
| 30D | -7.5% | +3.0% | -10.6% | -8.4% |
| 3M | -5.5% | +12.3% | -17.8% | -9.0% |
| 6M | +11.7% | +21.9% | -10.2% | +4.6% |
| YTD | +1.3% | +13.6% | -12.2% | -3.2% |
| 1Y | -6.1% | +0.5% | -6.6% | -6.4% |
| 3Y | -9.8% | +43.8% | -53.5% | -26.5% |
| All | -9.8% | +43.3% | -53.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling