+113.4%
QSR vs INVH
+75.4%
+38.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.0% | -3.0% | -1.0% | -2.7% |
| 30D | +2.8% | -7.5% | +10.3% | +6.5% |
| 3M | +5.1% | -5.5% | +10.6% | +7.8% |
| 6M | +8.8% | +11.7% | -2.9% | +3.1% |
| YTD | +14.8% | +1.3% | +13.5% | +13.4% |
| 1Y | +25.7% | -6.1% | +31.8% | +28.3% |
| 3Y | +27.5% | -9.8% | +37.3% | +30.4% |
| 5Y | +41.3% | -19.7% | +60.9% | +50.1% |
| All | +113.4% | +75.4% | +38.1% | +49.0% |
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 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