+194.3%
SCHW vs INVH
+75.4%
+118.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -3.0% | +1.1% | -0.8% |
| 30D | -1.6% | -7.5% | +5.9% | +1.3% |
| 3M | +21.3% | -5.5% | +26.8% | +23.6% |
| 6M | +16.5% | +11.7% | +4.8% | +11.1% |
| YTD | +8.4% | +1.3% | +7.1% | +6.9% |
| 1Y | +15.6% | -6.1% | +21.7% | +17.3% |
| 3Y | +86.8% | -9.8% | +96.6% | +89.6% |
| 5Y | +60.5% | -19.7% | +80.2% | +69.0% |
| All | +194.3% | +75.4% | +118.9% | +152.7% |
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