+26.0%
MAR vs INVH
-4.3%
+30.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.5% | -3.0% | +2.5% | +0.7% |
| 30D | -5.4% | -7.5% | +2.1% | -2.5% |
| 3M | -15.5% | -5.5% | -10.0% | -14.0% |
| 6M | +3.0% | +11.7% | -8.7% | -3.7% |
| YTD | +8.5% | +1.3% | +7.2% | +5.9% |
| 1Y | +26.0% | -6.1% | +32.0% | +19.5% |
| All | +26.0% | -4.3% | +30.2% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling