+196.5%
NVO vs INVH
+75.4%
+121.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | -7.6% | -3.0% | -4.6% | -6.8% |
| 30D | -6.0% | -7.5% | +1.6% | -3.9% |
| 3M | -0.8% | -5.5% | +4.8% | +0.8% |
| 6M | +16.5% | +11.7% | +4.8% | +12.9% |
| YTD | -11.1% | +1.3% | -12.5% | -11.7% |
| 1Y | -16.7% | -6.1% | -10.6% | -15.6% |
| 3Y | -52.9% | -9.8% | -43.2% | -52.2% |
| 5Y | -3.0% | -19.7% | +16.7% | +0.9% |
| All | +196.5% | +75.4% | +121.2% | +165.6% |
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