+1,233.3%
SOXX vs INVH
+75.4%
+1,158.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +1.4% | -3.0% | +4.4% | +2.8% |
| 30D | -3.6% | -7.5% | +3.9% | -0.1% |
| 3M | -10.2% | -5.5% | -4.6% | -8.5% |
| 6M | +54.2% | +11.7% | +42.5% | +43.7% |
| YTD | +75.2% | +1.3% | +73.9% | +70.5% |
| 1Y | +107.5% | -6.1% | +113.6% | +109.2% |
| 3Y | +226.8% | -9.8% | +236.5% | +230.6% |
| 5Y | +251.2% | -19.7% | +270.9% | +274.1% |
| All | +1,233.3% | +75.4% | +1,158.0% | +899.9% |
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 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