+16.4%
SPGI vs INVH
-7.6%
+23.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -3.1% | -2.3% | -0.8% | -2.4% |
| 30D | +2.0% | -5.7% | +7.8% | +4.1% |
| 3M | +4.3% | -4.5% | +8.8% | +5.9% |
| 6M | -0.2% | +11.0% | -11.2% | -3.6% |
| YTD | -14.8% | +3.7% | -18.5% | -16.0% |
| 1Y | -18.5% | -2.8% | -15.7% | -17.8% |
| All | +16.4% | -7.6% | +23.9% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling