+326.4%
MAR vs INVH
+79.4%
+247.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -0.5% | -2.3% | +1.8% | +0.7% |
| 30D | -4.7% | -5.7% | +1.1% | -1.9% |
| 3M | -15.6% | -4.5% | -11.1% | -14.0% |
| 6M | +1.2% | +11.0% | -9.7% | -4.5% |
| YTD | +7.5% | +3.7% | +3.8% | +4.8% |
| 1Y | +26.6% | -2.8% | +29.5% | +27.4% |
| 3Y | +66.0% | -7.1% | +73.1% | +67.9% |
| 5Y | +154.1% | -19.4% | +173.5% | +172.4% |
| All | +326.4% | +79.4% | +247.0% | +232.1% |
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