+367.0%
META vs INVH
+80.8%
+286.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +6.7% | -2.9% | +9.6% | +8.1% |
| 30D | +4.8% | -6.9% | +11.7% | +8.1% |
| 3M | -1.6% | -2.7% | +1.1% | -0.6% |
| 6M | -7.5% | +8.2% | -15.7% | -11.2% |
| YTD | -6.4% | +4.5% | -10.9% | -9.1% |
| 1Y | -17.3% | -2.3% | -15.0% | -17.6% |
| 3Y | +109.9% | -7.3% | +117.2% | +109.5% |
| 5Y | +65.4% | -20.5% | +85.8% | +76.7% |
| All | +367.0% | +80.8% | +286.2% | +284.0% |
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