+51.1%
NEM vs INVH
+1.1%
+50.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.6% | +6.3% | +9.6% |
| 7D | +3.7% | +3.1% | +0.6% | +3.4% |
| 30D | +2.0% | +5.8% | -3.8% | +1.7% |
| 3M | +21.1% | -8.5% | +29.6% | +19.8% |
| 6M | +9.5% | -1.3% | +10.9% | +8.0% |
| YTD | +19.1% | +2.6% | +16.5% | +16.4% |
| 1Y | +51.1% | +0.7% | +50.4% | +48.4% |
| All | +51.1% | +1.1% | +50.0% | +48.4% |
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