+80.6%
INVH vs TAP
-47.5%
+128.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.6% |
| 7D | -3.1% | -2.3% | -0.8% | -2.5% |
| 30D | -7.1% | -9.4% | +2.3% | -4.4% |
| 3M | -3.0% | -0.8% | -2.2% | -3.0% |
| 6M | +10.1% | -14.7% | +24.8% | +14.9% |
| YTD | +3.8% | -13.9% | +17.8% | +7.8% |
| 1Y | -2.1% | -18.6% | +16.5% | +3.0% |
| 3Y | -7.0% | -32.0% | +25.0% | +2.2% |
| 5Y | -20.6% | -1.0% | -19.6% | -23.4% |
| All | +80.6% | -47.5% | +128.1% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling