-90.4%
NIO vs INVH
-20.2%
-70.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | -2.9% | -3.0% | +0.1% | -1.1% |
| 30D | -18.7% | -7.5% | -11.2% | -15.0% |
| 3M | -29.4% | -5.5% | -23.9% | -27.5% |
| 6M | -32.5% | +11.7% | -44.2% | -38.1% |
| YTD | -27.6% | +1.3% | -29.0% | -29.6% |
| 1Y | -39.2% | -6.1% | -33.1% | -38.1% |
| 3Y | -64.3% | -9.8% | -54.5% | -63.9% |
| All | -90.4% | -20.2% | -70.2% | -89.4% |
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