-99.0%
QID vs INVH
+75.4%
-174.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +1.3% | -3.0% | +4.3% | -1.1% |
| 30D | +2.9% | -7.5% | +10.5% | -3.3% |
| 3M | -0.7% | -5.5% | +4.8% | -5.5% |
| 6M | -29.7% | +11.7% | -41.4% | -22.9% |
| YTD | -27.9% | +1.3% | -29.2% | -27.2% |
| 1Y | -34.6% | -6.1% | -28.5% | -38.3% |
| 3Y | -73.5% | -9.8% | -63.8% | -74.4% |
| 5Y | -81.0% | -19.7% | -61.3% | -80.9% |
| All | -99.0% | +75.4% | -174.3% | -97.8% |
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 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