+115.0%
REPL vs INVH
-4.3%
+119.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -14.1% | -3.0% | -11.1% | -15.0% |
| 30D | -15.2% | -7.5% | -7.7% | -17.5% |
| 3M | +49.9% | -5.5% | +55.4% | +47.6% |
| 6M | +63.5% | +11.7% | +51.8% | +65.7% |
| YTD | +32.9% | +1.3% | +31.6% | +32.1% |
| 1Y | +115.0% | -6.1% | +121.1% | +129.9% |
| All | +115.0% | -4.3% | +119.3% | +129.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling