+17.4%
RF vs INVH
-2.0%
+19.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -1.3% | -2.5% | +1.2% | -0.6% |
| 30D | +4.6% | +0.7% | +4.0% | +4.4% |
| 3M | -8.4% | -8.8% | +0.3% | -6.4% |
| 6M | +8.9% | -5.0% | +13.9% | +10.1% |
| YTD | +8.8% | 0.0% | +8.8% | +9.0% |
| All | +17.4% | -2.0% | +19.3% | +21.1% |
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 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