+395.0%
META vs INVH
+79.4%
+315.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.6% |
| 7D | +10.3% | -2.3% | +12.6% | +11.4% |
| 30D | +9.9% | -5.7% | +15.6% | +12.7% |
| 3M | +11.9% | -4.5% | +16.4% | +14.0% |
| 6M | +1.2% | +11.0% | -9.8% | -4.1% |
| YTD | -0.8% | +3.7% | -4.5% | -3.3% |
| 1Y | -14.3% | -2.8% | -11.5% | -14.4% |
| 3Y | +121.4% | -7.1% | +128.5% | +120.7% |
| 5Y | +74.5% | -19.4% | +93.9% | +85.4% |
| All | +395.0% | +79.4% | +315.5% | +308.4% |
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