+37.0%
PL vs INVH
-20.5%
+57.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.4% | +14.1% | +14.3% |
| 7D | +10.9% | +1.3% | +9.6% | +9.8% |
| 30D | -16.4% | +1.5% | -17.9% | -17.4% |
| 3M | -39.9% | -9.4% | -30.5% | -36.9% |
| 6M | -63.2% | -3.3% | -59.9% | -63.2% |
| YTD | -27.1% | +1.2% | -28.3% | -29.9% |
| 1Y | +12.2% | +1.5% | +10.6% | +7.2% |
| 3Y | +584.3% | -2.4% | +586.7% | +569.2% |
| 5Y | +37.0% | -20.6% | +57.6% | +65.8% |
| All | +37.0% | -20.5% | +57.5% | +65.8% |
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 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