+284.9%
IR vs INVH
+64.1%
+220.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +0.6% | -3.1% | +3.8% | +2.2% |
| 30D | -13.6% | -7.1% | -6.5% | -10.5% |
| 3M | +3.7% | -3.0% | +6.6% | +5.1% |
| 6M | -13.1% | +10.1% | -23.1% | -17.3% |
| YTD | -5.1% | +3.8% | -9.0% | -7.3% |
| 1Y | -6.5% | -2.1% | -4.4% | -6.1% |
| 3Y | +8.5% | -7.0% | +15.5% | +10.2% |
| 5Y | +43.3% | -20.6% | +63.9% | +55.6% |
| All | +284.9% | +64.1% | +220.8% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling