+296.6%
SPGI vs INVH
+75.4%
+221.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -7.4% | -3.0% | -4.4% | -5.9% |
| 30D | +0.4% | -7.5% | +7.9% | +4.4% |
| 3M | +5.3% | -5.5% | +10.8% | +8.2% |
| 6M | +1.7% | +11.7% | -10.0% | -4.3% |
| YTD | -16.4% | +1.3% | -17.7% | -17.7% |
| 1Y | -20.5% | -6.1% | -14.4% | -18.7% |
| 3Y | +14.2% | -9.8% | +24.0% | +16.9% |
| 5Y | +0.6% | -19.7% | +20.3% | +8.2% |
| All | +296.6% | +75.4% | +221.3% | +194.9% |
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 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