-7.2%
JD vs INVH
-7.6%
+0.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | -3.0% | -2.3% | -0.7% | -2.6% |
| 30D | -19.3% | -5.7% | -13.6% | -18.6% |
| 3M | -6.0% | -4.5% | -1.6% | -5.4% |
| 6M | +1.8% | +11.0% | -9.2% | -0.4% |
| YTD | -2.6% | +3.7% | -6.3% | -3.5% |
| 1Y | -17.4% | -2.8% | -14.6% | -17.0% |
| All | -7.2% | -7.6% | +0.4% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling