-32.6%
MOD vs INVH
+1.1%
-33.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.6% | -25.1% | -20.2% |
| 7D | -31.3% | +3.1% | -34.4% | -30.3% |
| 30D | -46.1% | +5.8% | -51.9% | -45.2% |
| 3M | -51.1% | -8.5% | -42.6% | -50.9% |
| 6M | -62.1% | -1.3% | -60.7% | -62.4% |
| YTD | -26.2% | +2.6% | -28.8% | -26.6% |
| 1Y | -32.6% | +0.7% | -33.3% | -32.2% |
| All | -32.6% | +1.1% | -33.6% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling