+376.7%
ISRG vs INVH
+75.4%
+301.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +0.7% | -3.0% | +3.7% | +2.3% |
| 30D | -8.0% | -7.5% | -0.5% | -4.2% |
| 3M | -10.6% | -5.5% | -5.1% | -7.9% |
| 6M | -25.1% | +11.7% | -36.8% | -29.7% |
| YTD | -34.8% | +1.3% | -36.2% | -35.8% |
| 1Y | -19.0% | -6.1% | -12.9% | -17.0% |
| 3Y | +22.1% | -9.8% | +31.9% | +25.4% |
| 5Y | +8.2% | -19.7% | +27.9% | +17.8% |
| All | +376.7% | +75.4% | +301.3% | +254.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling