+184.2%
QLD vs INVH
-8.0%
+192.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +3.0% | -3.1% | +6.1% | +4.2% |
| 30D | -1.8% | -7.1% | +5.3% | +0.8% |
| 3M | -1.8% | -3.0% | +1.2% | -1.3% |
| 6M | +36.9% | +10.1% | +26.8% | +28.8% |
| YTD | +28.7% | +3.8% | +24.9% | +24.2% |
| 1Y | +41.9% | -2.1% | +44.0% | +41.6% |
| 3Y | +184.2% | -7.0% | +191.2% | +186.9% |
| All | +184.2% | -8.0% | +192.3% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling