-33.7%
REPL vs INVH
-21.7%
-12.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +1.2% | -0.9% | +2.2% | +1.6% |
| 30D | +92.2% | +1.2% | +91.0% | +90.8% |
| 3M | +44.1% | -10.4% | +54.5% | +49.6% |
| 6M | +313.0% | -3.6% | +316.6% | +313.2% |
| YTD | +125.2% | -0.1% | +125.3% | +120.2% |
| 1Y | +143.8% | -0.7% | +144.4% | +138.7% |
| 3Y | +104.2% | -4.6% | +108.8% | +91.0% |
| All | -33.7% | -21.7% | -12.1% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling