-58.7%
REPL vs INVH
-21.2%
-37.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.2% | -6.2% | -7.6% |
| 7D | -13.4% | -3.1% | -10.3% | -12.3% |
| 30D | -3.0% | -7.5% | +4.5% | -0.2% |
| 3M | +56.3% | -6.3% | +62.6% | +59.1% |
| 6M | +60.9% | +9.4% | +51.4% | +53.2% |
| YTD | +36.2% | +1.4% | +34.8% | +32.8% |
| 1Y | +121.0% | -4.1% | +125.1% | +121.1% |
| 3Y | -32.8% | -9.2% | -23.6% | -34.6% |
| 5Y | -58.7% | -19.6% | -39.0% | -55.9% |
| All | -58.7% | -21.2% | -37.4% | -55.9% |
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 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