+438.4%
JPM vs INVH
+75.4%
+363.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.7% | -3.0% | +2.3% | +0.7% |
| 30D | -2.5% | -7.5% | +5.1% | +1.0% |
| 3M | +14.1% | -5.5% | +19.7% | +16.8% |
| 6M | +25.1% | +11.7% | +13.4% | +18.1% |
| YTD | +12.1% | +1.3% | +10.8% | +10.4% |
| 1Y | +18.8% | -6.1% | +24.9% | +21.0% |
| 3Y | +163.4% | -9.8% | +173.2% | +169.2% |
| 5Y | +156.5% | -19.7% | +176.2% | +172.3% |
| All | +438.4% | +75.4% | +363.1% | +311.7% |
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