+68.2%
O vs INVH
+79.4%
-11.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -2.3% | -2.3% | 0.0% | -0.8% |
| 30D | -2.4% | -5.7% | +3.3% | +1.4% |
| 3M | -0.6% | -4.5% | +3.9% | +2.3% |
| 6M | -5.0% | +11.0% | -16.0% | -11.7% |
| YTD | +10.4% | +3.7% | +6.7% | +6.7% |
| 1Y | +6.6% | -2.8% | +9.4% | +7.2% |
| 3Y | +28.4% | -7.1% | +35.5% | +29.9% |
| 5Y | +15.3% | -19.4% | +34.7% | +26.0% |
| All | +68.2% | +79.4% | -11.2% | +1.8% |
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 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