+0.5%
SPGI vs INVH
-21.2%
+21.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.9% |
| 7D | -8.9% | -3.1% | -5.8% | -7.5% |
| 30D | +0.6% | -7.5% | +8.1% | +4.3% |
| 3M | +2.0% | -6.3% | +8.3% | +5.0% |
| 6M | +0.1% | +9.4% | -9.4% | -4.3% |
| YTD | -16.4% | +1.4% | -17.8% | -17.5% |
| 1Y | -18.9% | -4.1% | -14.8% | -17.9% |
| 3Y | +13.8% | -9.2% | +22.9% | +15.8% |
| 5Y | +0.5% | -19.6% | +20.1% | +9.5% |
| All | +0.5% | -21.2% | +21.7% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling