+226.4%
SCHD vs INVH
+75.4%
+151.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.0% | -3.0% | +1.0% | -0.8% |
| 30D | -0.4% | -7.5% | +7.1% | +2.6% |
| 3M | +5.7% | -5.5% | +11.3% | +7.9% |
| 6M | +11.9% | +11.7% | +0.2% | +6.8% |
| YTD | +26.4% | +1.3% | +25.1% | +25.0% |
| 1Y | +27.6% | -6.1% | +33.7% | +29.8% |
| 3Y | +54.9% | -9.8% | +64.7% | +58.1% |
| 5Y | +60.9% | -19.7% | +80.6% | +69.3% |
| All | +226.4% | +75.4% | +151.1% | +156.6% |
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