+1,227.9%
MOD vs INVH
+75.5%
+1,152.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.5% |
| 7D | -3.9% | -3.1% | -0.8% | -2.4% |
| 30D | -9.6% | -7.5% | -2.1% | -6.1% |
| 3M | -30.6% | -6.3% | -24.3% | -29.0% |
| 6M | -10.9% | +9.4% | -20.4% | -16.5% |
| YTD | +34.3% | +1.4% | +32.9% | +30.7% |
| 1Y | +18.3% | -4.1% | +22.4% | +18.4% |
| 3Y | +281.9% | -9.2% | +291.1% | +289.6% |
| 5Y | +1,486.4% | -19.6% | +1,506.0% | +1,601.4% |
| All | +1,227.9% | +75.5% | +1,152.4% | +994.9% |
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