+71.5%
SHEL vs INVH
-9.7%
+81.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +4.1% | -3.0% | +7.1% | +4.6% |
| 30D | +8.4% | -7.5% | +15.9% | +9.7% |
| 3M | +13.7% | -5.5% | +19.2% | +14.6% |
| 6M | +12.7% | +11.7% | +1.0% | +9.9% |
| YTD | +35.3% | +1.3% | +34.0% | +34.5% |
| 1Y | +39.4% | -6.1% | +45.4% | +40.9% |
| 3Y | +71.5% | -9.8% | +81.2% | +76.9% |
| All | +71.5% | -9.7% | +81.1% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling