+249.9%
SLV vs INVH
+75.4%
+174.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.8% | -3.0% | +0.2% | -2.2% |
| 30D | -1.6% | -7.5% | +5.9% | +0.1% |
| 3M | -4.4% | -5.5% | +1.1% | -3.4% |
| 6M | -25.4% | +11.7% | -37.1% | -27.6% |
| YTD | -9.8% | +1.3% | -11.1% | -10.7% |
| 1Y | +53.8% | -6.1% | +59.9% | +55.0% |
| 3Y | +174.7% | -9.8% | +184.4% | +177.2% |
| 5Y | +164.3% | -19.7% | +184.0% | +171.1% |
| All | +249.9% | +75.4% | +174.5% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling