+76.4%
INVH vs NWSA
+167.7%
-91.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -3.1% | -4.8% | +1.6% | -1.6% |
| 30D | -7.5% | +3.0% | -10.5% | -8.4% |
| 3M | -6.3% | +9.3% | -15.6% | -9.3% |
| 6M | +9.4% | +23.2% | -13.7% | +1.5% |
| YTD | +1.4% | +13.3% | -11.9% | -3.6% |
| 1Y | -4.1% | +2.9% | -7.0% | -6.0% |
| 3Y | -9.2% | +43.3% | -52.5% | -21.5% |
| 5Y | -19.6% | +40.9% | -60.5% | -31.9% |
| All | +76.4% | +167.7% | -91.3% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling