+196.5%
NOK vs INVH
+75.4%
+121.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +11.0% | -3.0% | +14.0% | +12.0% |
| 30D | +7.8% | -7.5% | +15.4% | +10.5% |
| 3M | -21.0% | -5.5% | -15.5% | -20.0% |
| 6M | +40.9% | +11.7% | +29.2% | +34.7% |
| YTD | +72.0% | +1.3% | +70.7% | +69.1% |
| 1Y | +140.9% | -6.1% | +147.0% | +142.7% |
| 3Y | +194.3% | -9.8% | +204.0% | +196.1% |
| 5Y | +112.5% | -19.7% | +132.2% | +120.7% |
| All | +196.5% | +75.4% | +121.1% | +147.7% |
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