+2,376.9%
SHOP vs INVH
+79.4%
+2,297.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -10.6% | -2.3% | -8.3% | -9.4% |
| 30D | -18.3% | -5.7% | -12.6% | -15.3% |
| 3M | +14.8% | -4.5% | +19.3% | +17.9% |
| 6M | -5.0% | +11.0% | -16.0% | -11.5% |
| YTD | -21.2% | +3.7% | -24.9% | -23.9% |
| 1Y | -11.6% | -2.8% | -8.8% | -11.4% |
| 3Y | +101.2% | -7.1% | +108.4% | +104.5% |
| 5Y | -15.7% | -19.4% | +3.7% | -6.5% |
| All | +2,376.9% | +79.4% | +2,297.4% | +1,880.0% |
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