-53.5%
S vs INVH
-13.5%
-40.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.7% | -3.0% | +2.3% | +1.2% |
| 30D | -11.4% | -7.5% | -3.9% | -7.1% |
| 3M | +33.8% | -5.5% | +39.3% | +38.4% |
| 6M | +39.5% | +11.7% | +27.8% | +28.2% |
| YTD | +31.7% | +1.3% | +30.3% | +28.4% |
| 1Y | +7.0% | -6.1% | +13.1% | +9.9% |
| 3Y | +11.8% | -9.8% | +21.5% | +14.4% |
| 5Y | -69.0% | -19.7% | -49.3% | -65.6% |
| All | -53.5% | -13.5% | -40.0% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling