+14.8%
M vs INVH
+75.4%
-60.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.7% |
| 7D | -4.2% | -3.0% | -1.2% | -2.5% |
| 30D | -7.2% | -7.5% | +0.3% | -3.0% |
| 3M | -11.1% | -5.5% | -5.6% | -8.3% |
| 6M | +28.8% | +11.7% | +17.1% | +20.0% |
| YTD | +2.0% | +1.3% | +0.7% | +0.3% |
| 1Y | +31.3% | -6.1% | +37.3% | +34.4% |
| 3Y | +119.1% | -9.8% | +128.8% | +126.3% |
| 5Y | +29.7% | -19.7% | +49.3% | +42.2% |
| All | +14.8% | +75.4% | -60.6% | -22.2% |
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