+1,381.0%
NET vs INVH
+21.8%
+1,359.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -4.6% |
| 7D | -16.4% | +3.1% | -19.4% | -17.9% |
| 30D | -25.8% | +5.8% | -31.6% | -28.3% |
| 3M | -11.5% | -8.5% | -3.0% | -7.5% |
| 6M | +18.9% | -1.3% | +20.3% | +18.9% |
| YTD | +35.2% | +2.6% | +32.6% | +30.6% |
| 1Y | +14.5% | +0.7% | +13.7% | +11.6% |
| 3Y | +313.8% | -2.6% | +316.5% | +300.5% |
| 5Y | +32.6% | -19.5% | +52.1% | +44.3% |
| All | +1,381.0% | +21.8% | +1,359.2% | +1,417.1% |
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 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