+157.1%
NI vs INVH
+75.4%
+81.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | 0.0% | -3.0% | +3.0% | +1.5% |
| 30D | -1.4% | -7.5% | +6.1% | +2.4% |
| 3M | -10.6% | -5.5% | -5.1% | -8.2% |
| 6M | -9.3% | +11.7% | -21.0% | -14.5% |
| YTD | +1.1% | +1.3% | -0.2% | -0.3% |
| 1Y | +3.4% | -6.1% | +9.5% | +5.7% |
| 3Y | +67.9% | -9.8% | +77.6% | +72.2% |
| 5Y | +98.0% | -19.7% | +117.6% | +111.3% |
| All | +157.1% | +75.4% | +81.7% | +89.8% |
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