+200.5%
P vs INVH
-4.3%
+204.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -1.9% |
| 7D | +11.6% | -0.9% | +12.5% | +11.6% |
| 30D | -23.7% | +1.2% | -24.8% | -23.7% |
| 3M | -8.0% | -10.4% | +2.4% | -7.3% |
| 6M | +27.9% | -3.6% | +31.5% | +27.3% |
| YTD | +61.2% | -0.1% | +61.2% | +59.7% |
| 1Y | +28.6% | -0.7% | +29.3% | +27.7% |
| 3Y | +200.5% | -4.6% | +205.1% | +197.5% |
| All | +200.5% | -4.3% | +204.8% | +197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling