+87.8%
SPG vs INVH
+75.4%
+12.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.2% | -3.0% | +1.8% | +1.0% |
| 30D | -6.1% | -7.5% | +1.4% | -0.7% |
| 3M | -3.6% | -5.5% | +1.9% | +0.3% |
| 6M | +10.4% | +11.7% | -1.3% | +1.3% |
| YTD | +14.4% | +1.3% | +13.0% | +12.1% |
| 1Y | +16.5% | -6.1% | +22.6% | +20.5% |
| 3Y | +106.8% | -9.8% | +116.6% | +116.5% |
| 5Y | +108.9% | -19.7% | +128.6% | +134.7% |
| All | +87.8% | +75.4% | +12.5% | +26.0% |
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 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