+29.1%
INVN vs SPY
+30.1%
-1.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | 0.0% |
| 7D | -3.8% | -0.8% | -3.1% | -3.1% |
| 30D | +1.6% | -1.1% | +2.7% | +2.7% |
| 3M | +22.7% | +3.9% | +18.9% | +18.4% |
| 6M | +34.9% | +13.6% | +21.3% | +19.1% |
| YTD | +19.3% | +12.7% | +6.6% | +6.3% |
| 1Y | +22.9% | +17.5% | +5.4% | +5.1% |
| All | +29.1% | +30.1% | -1.0% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling