+245.3%
NEM vs INVH
-9.7%
+255.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -1.0% | -3.0% | +2.0% | 0.0% |
| 30D | +7.8% | -7.5% | +15.4% | +10.7% |
| 3M | +30.2% | -5.5% | +35.7% | +32.1% |
| 6M | +9.6% | +11.7% | -2.1% | +3.5% |
| YTD | +27.8% | +1.3% | +26.5% | +25.3% |
| 1Y | +60.7% | -6.1% | +66.8% | +63.3% |
| 3Y | +245.3% | -9.8% | +255.1% | +265.1% |
| All | +245.3% | -9.7% | +255.0% | +265.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling