+23.7%
JBL vs INVH
+1.1%
+22.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.6% | -8.5% | -4.0% |
| 7D | -11.1% | +3.1% | -14.2% | -10.4% |
| 30D | -14.1% | +5.8% | -19.9% | -13.1% |
| 3M | -23.9% | -8.5% | -15.4% | -25.0% |
| 6M | -24.1% | -1.3% | -22.8% | -24.9% |
| YTD | +13.5% | +2.6% | +10.9% | +12.6% |
| 1Y | +23.7% | +0.7% | +23.0% | +23.1% |
| All | +23.7% | +1.1% | +22.7% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling