+7,696.9%
NVDA vs INVH
+75.4%
+7,621.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -5.1% | -3.0% | -2.1% | -3.6% |
| 30D | -2.5% | -7.5% | +5.0% | +1.4% |
| 3M | +6.7% | -5.5% | +12.2% | +9.2% |
| 6M | +17.6% | +11.7% | +5.9% | +9.3% |
| YTD | +17.3% | +1.3% | +16.0% | +14.3% |
| 1Y | +23.5% | -6.1% | +29.6% | +25.0% |
| 3Y | +384.6% | -9.8% | +394.4% | +383.5% |
| 5Y | +875.4% | -19.7% | +895.1% | +944.9% |
| All | +7,696.9% | +75.4% | +7,621.5% | +4,883.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling