-98.9%
QID vs INVH
+75.5%
-174.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +0.5% |
| 7D | +2.7% | -3.1% | +5.9% | +0.2% |
| 30D | +3.3% | -7.5% | +10.8% | -3.0% |
| 3M | -5.5% | -6.3% | +0.8% | -10.7% |
| 6M | -28.4% | +9.4% | -37.8% | -22.9% |
| YTD | -26.6% | +1.4% | -28.0% | -25.9% |
| 1Y | -34.1% | -4.1% | -30.0% | -36.7% |
| 3Y | -73.7% | -9.2% | -64.5% | -74.4% |
| 5Y | -80.7% | -19.6% | -61.0% | -80.5% |
| All | -98.9% | +75.5% | -174.4% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling