+184.3%
RF vs INVH
+73.1%
+111.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -1.3% | -2.5% | +1.2% | +0.1% |
| 30D | +4.6% | +0.7% | +4.0% | +4.2% |
| 3M | -8.4% | -8.8% | +0.3% | -3.7% |
| 6M | +8.9% | -5.0% | +13.9% | +11.7% |
| YTD | +8.8% | 0.0% | +8.8% | +7.6% |
| 1Y | +18.9% | -1.9% | +20.8% | +18.7% |
| 3Y | +116.0% | -5.0% | +121.0% | +117.1% |
| 5Y | +46.0% | -21.6% | +67.6% | +61.0% |
| All | +184.3% | +73.1% | +111.2% | +127.1% |
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