-41.9%
IT vs INVH
-20.2%
-21.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.3% | +5.3% |
| 7D | -3.7% | -3.0% | -0.7% | -2.1% |
| 30D | +0.1% | -7.5% | +7.6% | +4.2% |
| 3M | +20.7% | -5.5% | +26.2% | +24.7% |
| 6M | +12.0% | +11.7% | +0.3% | +5.9% |
| YTD | -28.8% | +1.3% | -30.1% | -29.4% |
| 1Y | -25.5% | -6.1% | -19.4% | -23.3% |
| 3Y | -48.8% | -9.8% | -39.0% | -47.2% |
| All | -41.9% | -20.2% | -21.8% | -33.3% |
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 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