-20.0%
NKE vs INVH
+75.4%
-95.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -3.0% | -1.2% | -2.8% |
| 30D | -8.2% | -7.5% | -0.7% | -4.8% |
| 3M | -19.1% | -5.5% | -13.6% | -16.9% |
| 6M | -32.6% | +11.7% | -44.3% | -36.2% |
| YTD | -40.7% | +1.3% | -42.0% | -41.4% |
| 1Y | -48.9% | -6.1% | -42.8% | -47.7% |
| 3Y | -59.2% | -9.8% | -49.5% | -58.4% |
| 5Y | -75.3% | -19.7% | -55.7% | -73.7% |
| All | -20.0% | +75.4% | -95.4% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling