+332.5%
QCOM vs INVH
+75.5%
+257.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.3% |
| 7D | +4.9% | -3.1% | +8.1% | +6.4% |
| 30D | +9.3% | -7.5% | +16.8% | +13.2% |
| 3M | -7.0% | -6.3% | -0.7% | -4.8% |
| 6M | +32.0% | +9.4% | +22.6% | +25.3% |
| YTD | +5.0% | +1.4% | +3.6% | +3.1% |
| 1Y | +13.6% | -4.1% | +17.7% | +14.3% |
| 3Y | +77.6% | -9.2% | +86.8% | +80.9% |
| 5Y | +38.2% | -19.6% | +57.8% | +47.3% |
| All | +332.5% | +75.5% | +257.0% | +252.1% |
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