+41.6%
NYT vs INVH
-20.2%
+61.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.6% | -3.0% | +2.4% | +0.5% |
| 30D | +4.6% | -7.5% | +12.1% | +7.5% |
| 3M | -9.6% | -5.5% | -4.1% | -7.8% |
| 6M | -14.0% | +11.7% | -25.7% | -17.7% |
| YTD | -2.8% | +1.3% | -4.2% | -4.0% |
| 1Y | +15.6% | -6.1% | +21.7% | +17.6% |
| 3Y | +56.3% | -9.8% | +66.1% | +58.6% |
| All | +41.6% | -20.2% | +61.8% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling