+1,429.9%
QLD vs INVH
+80.8%
+1,349.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +0.6% | -2.9% | +3.5% | +2.9% |
| 30D | -0.1% | -6.9% | +6.8% | +5.6% |
| 3M | -8.4% | -2.7% | -5.6% | -7.7% |
| 6M | +32.2% | +8.2% | +24.0% | +21.1% |
| YTD | +28.9% | +4.5% | +24.4% | +20.4% |
| 1Y | +43.8% | -2.3% | +46.1% | +41.1% |
| 3Y | +176.6% | -7.3% | +183.9% | +176.3% |
| 5Y | +121.6% | -20.5% | +142.0% | +157.7% |
| All | +1,429.9% | +80.8% | +1,349.1% | +954.4% |
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