+630.7%
PBR vs INVH
+75.4%
+555.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +5.4% | -3.0% | +8.4% | +6.9% |
| 30D | +22.9% | -7.5% | +30.4% | +27.4% |
| 3M | +19.6% | -5.5% | +25.2% | +22.4% |
| 6M | +16.5% | +11.7% | +4.8% | +9.2% |
| YTD | +86.7% | +1.3% | +85.3% | +82.6% |
| 1Y | +74.7% | -6.1% | +80.8% | +77.1% |
| 3Y | +102.6% | -9.8% | +112.3% | +104.0% |
| 5Y | +566.6% | -19.7% | +586.3% | +599.5% |
| All | +630.7% | +75.4% | +555.4% | +469.7% |
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