+16.7%
M vs INVH
+79.7%
-63.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | +2.4% | -3.1% | +5.5% | +4.2% |
| 30D | -11.6% | -7.1% | -4.5% | -7.9% |
| 3M | +1.6% | -3.0% | +4.6% | +3.2% |
| 6M | +25.2% | +10.1% | +15.1% | +17.7% |
| YTD | +3.8% | +3.8% | -0.1% | +0.5% |
| 1Y | +36.3% | -2.1% | +38.4% | +36.2% |
| 3Y | +116.3% | -7.0% | +123.4% | +119.6% |
| 5Y | +28.2% | -20.6% | +48.8% | +41.5% |
| All | +16.7% | +79.7% | -63.0% | -22.0% |
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