+1,230.2%
JBL vs INVH
+75.5%
+1,154.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.7% |
| 7D | -1.0% | -3.1% | +2.1% | +0.5% |
| 30D | -15.1% | -7.5% | -7.6% | -12.0% |
| 3M | -14.0% | -6.3% | -7.8% | -11.9% |
| 6M | +20.6% | +9.4% | +11.2% | +14.0% |
| YTD | +32.9% | +1.4% | +31.5% | +29.8% |
| 1Y | +40.5% | -4.1% | +44.6% | +40.7% |
| 3Y | +183.7% | -9.2% | +192.9% | +185.5% |
| 5Y | +388.3% | -19.6% | +408.0% | +417.0% |
| All | +1,230.2% | +75.5% | +1,154.8% | +891.6% |
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