+37.8%
QCOM vs INVH
-19.5%
+57.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +4.4% | -2.3% | +6.6% | +5.4% |
| 30D | +9.4% | -5.7% | +15.1% | +12.2% |
| 3M | -13.7% | -4.5% | -9.2% | -12.4% |
| 6M | +28.9% | +11.0% | +17.9% | +21.3% |
| YTD | +4.7% | +3.7% | +1.1% | +1.6% |
| 1Y | +13.5% | -2.8% | +16.3% | +13.6% |
| 3Y | +77.1% | -7.1% | +84.2% | +78.4% |
| All | +37.8% | -19.5% | +57.3% | +48.6% |
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