+163.4%
JPM vs INVH
-9.7%
+173.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.7% | -3.0% | +2.3% | +0.3% |
| 30D | -2.5% | -7.5% | +5.1% | 0.0% |
| 3M | +14.1% | -5.5% | +19.7% | +16.0% |
| 6M | +25.1% | +11.7% | +13.4% | +19.6% |
| YTD | +12.1% | +1.3% | +10.8% | +10.9% |
| 1Y | +18.8% | -6.1% | +24.9% | +20.9% |
| 3Y | +163.4% | -9.8% | +173.2% | +170.9% |
| All | +163.4% | -9.7% | +173.1% | +170.9% |
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