+21.4%
MUB vs INVH
+75.4%
-54.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.8% | -3.0% | +2.2% | -0.6% |
| 30D | -2.4% | -7.5% | +5.1% | -1.9% |
| 3M | -2.8% | -5.5% | +2.7% | -2.5% |
| 6M | -2.2% | +11.7% | -13.9% | -2.9% |
| YTD | -1.6% | +1.3% | -2.9% | -1.8% |
| 1Y | 0.0% | -6.1% | +6.1% | +0.3% |
| 3Y | +7.9% | -9.8% | +17.6% | +8.1% |
| 5Y | +1.2% | -19.7% | +20.9% | +1.8% |
| All | +21.4% | +75.4% | -54.0% | +14.5% |
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