+1,418.1%
QLD vs INVH
+79.4%
+1,338.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +1.9% | -2.3% | +4.2% | +3.8% |
| 30D | -1.8% | -5.7% | +3.9% | +2.7% |
| 3M | -0.1% | -4.5% | +4.4% | +2.4% |
| 6M | +32.6% | +11.0% | +21.6% | +18.9% |
| YTD | +27.9% | +3.7% | +24.2% | +20.2% |
| 1Y | +40.3% | -2.8% | +43.1% | +38.2% |
| 3Y | +182.5% | -7.1% | +189.6% | +181.7% |
| 5Y | +122.5% | -19.4% | +142.0% | +156.0% |
| All | +1,418.1% | +79.4% | +1,338.7% | +952.5% |
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