-42.6%
NIO vs INVH
+47.9%
-90.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -6.7% | -3.1% | -3.5% | -5.2% |
| 30D | -20.0% | -7.1% | -13.0% | -17.3% |
| 3M | -30.5% | -3.0% | -27.5% | -29.8% |
| 6M | -20.7% | +10.1% | -30.8% | -25.1% |
| YTD | -25.7% | +3.8% | -29.5% | -28.0% |
| 1Y | -38.6% | -2.1% | -36.5% | -38.8% |
| 3Y | -62.3% | -7.0% | -55.2% | -62.0% |
| 5Y | -90.1% | -20.6% | -69.5% | -89.4% |
| All | -42.6% | +47.9% | -90.4% | -49.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling