-28.8%
NOC vs INVH
+9.3%
-38.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.1% |
| 7D | -1.8% | -3.1% | +1.4% | -1.1% |
| 30D | -9.4% | -7.5% | -2.0% | -8.0% |
| 3M | -3.8% | -6.3% | +2.4% | -3.0% |
| 6M | -28.8% | +9.4% | -38.2% | -29.8% |
| All | -28.8% | +9.3% | -38.1% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling