-23.8%
QS vs INVH
-9.7%
-14.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -3.6% | -3.0% | -0.7% | -2.5% |
| 30D | -17.2% | -7.5% | -9.7% | -14.9% |
| 3M | -27.0% | -5.5% | -21.4% | -25.9% |
| 6M | -24.6% | +11.7% | -36.3% | -29.9% |
| YTD | -49.3% | +1.3% | -50.7% | -50.7% |
| 1Y | -40.3% | -6.1% | -34.3% | -39.5% |
| 3Y | -23.8% | -9.8% | -14.0% | -27.0% |
| All | -23.8% | -9.7% | -14.1% | -27.0% |
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