+750.3%
NRG vs INVH
+75.4%
+674.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -4.7% | -3.0% | -1.7% | -3.3% |
| 30D | -6.0% | -7.5% | +1.6% | -2.5% |
| 3M | -8.0% | -5.5% | -2.4% | -5.8% |
| 6M | -23.2% | +11.7% | -34.9% | -27.6% |
| YTD | -28.1% | +1.3% | -29.4% | -29.2% |
| 1Y | -27.3% | -6.1% | -21.2% | -26.0% |
| 3Y | +208.7% | -9.8% | +218.4% | +212.7% |
| 5Y | +197.7% | -19.7% | +217.3% | +215.5% |
| All | +750.3% | +75.4% | +674.9% | +500.8% |
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 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