+76.2%
INVH vs TAP
-47.4%
+123.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.5% |
| 7D | -3.0% | -3.9% | +0.9% | -1.9% |
| 30D | -7.5% | -5.3% | -2.3% | -6.1% |
| 3M | -5.5% | -3.8% | -1.8% | -4.7% |
| 6M | +11.7% | -11.4% | +23.1% | +15.3% |
| YTD | +1.3% | -13.7% | +15.1% | +5.1% |
| 1Y | -6.1% | -17.2% | +11.1% | -1.7% |
| 3Y | -9.8% | -33.1% | +23.3% | -0.4% |
| 5Y | -19.7% | +0.8% | -20.5% | -22.9% |
| All | +76.2% | -47.4% | +123.7% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling