-9.6%
SLB vs INVH
+79.7%
-89.3%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +0.4% | -3.1% | +3.6% | +1.8% |
| 30D | +13.6% | -7.1% | +20.7% | +17.1% |
| 3M | +1.5% | -3.0% | +4.5% | +2.5% |
| 6M | +23.0% | +10.1% | +12.9% | +17.1% |
| YTD | +51.2% | +3.8% | +47.4% | +47.2% |
| 1Y | +63.5% | -2.1% | +65.6% | +63.0% |
| 3Y | +2.5% | -7.0% | +9.5% | +3.6% |
| 5Y | +139.2% | -20.6% | +159.8% | +154.6% |
| All | -9.6% | +79.7% | -89.3% | -28.1% |
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