+15.0%
NYT vs INVH
-2.4%
+17.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.3% | -2.9% | +1.6% | -1.0% |
| 30D | +2.7% | -6.9% | +9.7% | +3.4% |
| 3M | -10.3% | -2.7% | -7.6% | -9.9% |
| 6M | -16.6% | +8.2% | -24.8% | -16.7% |
| YTD | -2.3% | +4.5% | -6.7% | -2.4% |
| 1Y | +15.0% | -2.3% | +17.3% | +17.1% |
| All | +15.0% | -2.4% | +17.4% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling