-59.7%
MKTX vs INVH
-20.2%
-39.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.2% | -3.0% | +2.8% | +0.9% |
| 30D | +0.7% | -7.5% | +8.3% | +3.6% |
| 3M | +40.8% | -5.5% | +46.3% | +43.2% |
| 6M | -8.0% | +11.7% | -19.7% | -12.7% |
| YTD | -8.7% | +1.3% | -10.1% | -10.1% |
| 1Y | -11.8% | -6.1% | -5.8% | -10.5% |
| 3Y | -24.0% | -9.8% | -14.3% | -23.3% |
| All | -59.7% | -20.2% | -39.6% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling