+73.9%
PL vs INVH
-1.8%
+75.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -13.9% | -2.3% | -11.6% | -12.8% |
| 30D | -25.5% | -5.7% | -19.7% | -23.2% |
| 3M | -44.8% | -4.5% | -40.3% | -43.8% |
| 6M | -33.3% | +11.0% | -44.3% | -38.3% |
| YTD | -12.7% | +3.7% | -16.4% | -16.4% |
| 1Y | +90.9% | -2.8% | +93.8% | +89.8% |
| 3Y | +528.5% | -7.1% | +535.6% | +542.4% |
| 5Y | +72.7% | -19.4% | +92.2% | +96.3% |
| All | +73.9% | -1.8% | +75.8% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling