+202.0%
RF vs INVH
+80.8%
+121.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +1.3% | -2.9% | +4.2% | +3.0% |
| 30D | -3.6% | -6.9% | +3.3% | +0.3% |
| 3M | +8.1% | -2.7% | +10.8% | +9.5% |
| 6M | +11.5% | +8.2% | +3.3% | +5.9% |
| YTD | +15.6% | +4.5% | +11.1% | +11.6% |
| 1Y | +15.7% | -2.3% | +18.0% | +15.8% |
| 3Y | +86.9% | -7.3% | +94.2% | +90.7% |
| 5Y | +89.8% | -20.5% | +110.3% | +107.8% |
| All | +202.0% | +80.8% | +121.2% | +135.4% |
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