+314.6%
SPGI vs INVH
+79.7%
+234.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | -2.5% | -3.1% | +0.6% | -0.9% |
| 30D | +5.4% | -7.1% | +12.5% | +9.4% |
| 3M | +9.0% | -3.0% | +12.0% | +10.6% |
| 6M | +0.8% | +10.1% | -9.3% | -4.4% |
| YTD | -12.6% | +3.8% | -16.4% | -15.0% |
| 1Y | -16.1% | -2.1% | -14.0% | -16.0% |
| 3Y | +19.0% | -7.0% | +26.0% | +19.9% |
| 5Y | +5.1% | -20.6% | +25.6% | +13.8% |
| All | +314.6% | +79.7% | +234.9% | +204.5% |
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 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