+127.2%
NTNX vs INVH
+75.4%
+51.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -3.1% | -3.0% | -0.2% | -1.6% |
| 30D | +2.0% | -7.5% | +9.5% | +6.1% |
| 3M | +34.0% | -5.5% | +39.5% | +37.8% |
| 6M | +72.4% | +11.7% | +60.7% | +61.7% |
| YTD | +27.5% | +1.3% | +26.2% | +25.1% |
| 1Y | -18.7% | -6.1% | -12.7% | -17.1% |
| 3Y | +80.8% | -9.8% | +90.5% | +84.9% |
| 5Y | +54.5% | -19.7% | +74.2% | +67.6% |
| All | +127.2% | +75.4% | +51.9% | +56.8% |
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