+137.9%
SLB vs INVH
-19.5%
+157.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -1.9% | -2.3% | +0.4% | -1.1% |
| 30D | +7.8% | -5.7% | +13.5% | +9.8% |
| 3M | +2.7% | -4.5% | +7.1% | +4.0% |
| 6M | +22.2% | +11.0% | +11.2% | +17.1% |
| YTD | +51.1% | +3.7% | +47.4% | +48.0% |
| 1Y | +63.3% | -2.8% | +66.2% | +63.6% |
| 3Y | +2.4% | -7.1% | +9.6% | +3.8% |
| All | +137.9% | -19.5% | +157.4% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling