+363.3%
PSX vs INVH
+75.4%
+287.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +1.7% | -3.0% | +4.7% | +2.9% |
| 30D | +15.6% | -7.5% | +23.2% | +19.2% |
| 3M | +46.5% | -5.5% | +52.0% | +49.4% |
| 6M | +55.0% | +11.7% | +43.3% | +47.1% |
| YTD | +105.3% | +1.3% | +104.0% | +102.0% |
| 1Y | +101.6% | -6.1% | +107.7% | +104.3% |
| 3Y | +134.1% | -9.8% | +143.9% | +138.1% |
| 5Y | +368.7% | -19.7% | +388.4% | +390.6% |
| All | +363.3% | +75.4% | +287.9% | +247.1% |
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