+79.0%
PL vs INVH
-19.3%
+98.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -7.5% | -3.1% | -4.4% | -5.9% |
| 30D | -25.6% | -7.1% | -18.5% | -22.6% |
| 3M | -45.6% | -3.0% | -42.6% | -45.1% |
| 6M | -29.5% | +10.1% | -39.6% | -34.7% |
| YTD | -9.7% | +3.8% | -13.5% | -13.8% |
| 1Y | +84.4% | -2.1% | +86.5% | +82.1% |
| 3Y | +550.0% | -7.0% | +557.0% | +563.5% |
| 5Y | +79.0% | -20.6% | +99.6% | +111.6% |
| All | +79.0% | -19.3% | +98.3% | +111.6% |
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