+434.4%
JPM vs INVH
+75.5%
+358.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.7% |
| 7D | -2.3% | -3.1% | +0.8% | -0.9% |
| 30D | -2.3% | -7.5% | +5.1% | +1.1% |
| 3M | +14.9% | -6.3% | +21.2% | +18.0% |
| 6M | +23.6% | +9.4% | +14.2% | +17.8% |
| YTD | +11.3% | +1.4% | +9.9% | +9.5% |
| 1Y | +19.9% | -4.1% | +24.0% | +20.9% |
| 3Y | +162.6% | -9.2% | +171.8% | +167.6% |
| 5Y | +154.6% | -19.6% | +174.2% | +170.1% |
| All | +434.4% | +75.5% | +358.9% | +308.5% |
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