+196.1%
NTRS vs INVH
+75.4%
+120.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +1.4% | -3.0% | +4.4% | +2.8% |
| 30D | -0.7% | -7.5% | +6.9% | +2.9% |
| 3M | +11.3% | -5.5% | +16.9% | +13.9% |
| 6M | +35.5% | +11.7% | +23.8% | +27.5% |
| YTD | +40.6% | +1.3% | +39.3% | +37.9% |
| 1Y | +49.2% | -6.1% | +55.3% | +51.6% |
| 3Y | +167.2% | -9.8% | +177.0% | +173.6% |
| 5Y | +94.9% | -19.7% | +114.6% | +108.5% |
| All | +196.1% | +75.4% | +120.7% | +139.7% |
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