-2.6%
REPL vs INVH
+50.4%
-53.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -5.7% | -3.1% | -2.6% | -4.2% |
| 30D | +22.5% | -7.1% | +29.6% | +26.8% |
| 3M | +64.7% | -3.0% | +67.6% | +65.6% |
| 6M | +83.0% | +10.1% | +72.9% | +71.8% |
| YTD | +52.0% | +3.8% | +48.1% | +45.4% |
| 1Y | +144.5% | -2.1% | +146.6% | +141.2% |
| 3Y | -25.1% | -7.0% | -18.0% | -27.8% |
| 5Y | -52.9% | -20.6% | -32.3% | -50.4% |
| All | -2.6% | +50.4% | -53.0% | -35.1% |
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