+1,297.4%
JBL vs INVH
+75.4%
+1,222.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +2.4% | -3.0% | +5.4% | +3.9% |
| 30D | -13.1% | -7.5% | -5.6% | -10.0% |
| 3M | -15.6% | -5.5% | -10.1% | -13.8% |
| 6M | +24.6% | +11.7% | +12.9% | +16.6% |
| YTD | +39.6% | +1.3% | +38.3% | +36.4% |
| 1Y | +48.6% | -6.1% | +54.7% | +50.5% |
| 3Y | +197.3% | -9.8% | +207.0% | +200.1% |
| 5Y | +413.0% | -19.7% | +432.7% | +443.2% |
| All | +1,297.4% | +75.4% | +1,222.0% | +942.0% |
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