+76.2%
INVH vs SHAK
+80.1%
-3.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.6% |
| 7D | -3.0% | -8.3% | +5.3% | -1.8% |
| 30D | -7.5% | -12.6% | +5.1% | -5.7% |
| 3M | -5.5% | +9.1% | -14.6% | -7.2% |
| 6M | +11.7% | -31.2% | +43.0% | +16.2% |
| YTD | +1.3% | -21.6% | +22.9% | +2.8% |
| 1Y | -6.1% | -38.8% | +32.7% | -1.0% |
| 3Y | -9.8% | +0.6% | -10.4% | -16.3% |
| 5Y | -19.7% | -22.5% | +2.8% | -25.3% |
| All | +76.2% | +80.1% | -3.9% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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