+112.5%
NET vs INVH
-20.4%
+132.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -7.0% | -2.9% | -4.1% | -4.8% |
| 30D | -4.8% | -6.9% | +2.1% | +0.5% |
| 3M | +3.8% | -2.7% | +6.5% | +5.1% |
| 6M | +50.0% | +8.2% | +41.8% | +37.7% |
| YTD | +41.5% | +4.5% | +37.0% | +32.5% |
| 1Y | +32.8% | -2.3% | +35.1% | +31.3% |
| 3Y | +335.9% | -7.3% | +343.2% | +325.7% |
| All | +112.5% | -20.4% | +132.9% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling