-54.3%
S vs INVH
-11.4%
-42.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | -5.8% | -3.1% | -2.7% | -3.9% |
| 30D | -9.2% | -7.1% | -2.1% | -5.0% |
| 3M | +23.4% | -3.0% | +26.3% | +25.4% |
| 6M | +36.9% | +10.1% | +26.8% | +27.2% |
| YTD | +29.5% | +3.8% | +25.7% | +24.4% |
| 1Y | +5.4% | -2.1% | +7.5% | +5.3% |
| 3Y | +14.7% | -7.0% | +21.7% | +15.1% |
| 5Y | -71.5% | -20.6% | -50.9% | -68.6% |
| All | -54.3% | -11.4% | -42.9% | -50.6% |
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