+34.3%
IR vs INVH
-21.2%
+55.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | -3.1% | -3.1% | +0.1% | -1.5% |
| 30D | -14.0% | -7.5% | -6.5% | -10.6% |
| 3M | +3.7% | -6.3% | +10.0% | +7.0% |
| 6M | -15.4% | +9.4% | -24.8% | -19.4% |
| YTD | -7.7% | +1.4% | -9.1% | -8.7% |
| 1Y | -8.8% | -4.1% | -4.7% | -7.4% |
| 3Y | +5.6% | -9.2% | +14.8% | +8.4% |
| 5Y | +34.3% | -19.6% | +54.0% | +49.5% |
| All | +34.3% | -21.2% | +55.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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