+386.0%
META vs INVH
+74.4%
+311.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.3% | +1.8% | +1.4% | +2.4% |
| 30D | -10.8% | +1.1% | -11.9% | -11.4% |
| 3M | +7.9% | -8.3% | +16.2% | +11.9% |
| 6M | +5.4% | -3.7% | +9.1% | +6.6% |
| YTD | -2.6% | +0.8% | -3.4% | -4.1% |
| 1Y | +1.9% | +1.0% | +0.9% | 0.0% |
| 3Y | +97.0% | -4.3% | +101.2% | +92.7% |
| 5Y | +97.6% | -21.0% | +118.6% | +111.8% |
| All | +386.0% | +74.4% | +311.6% | +305.2% |
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