+288.9%
SPY vs INVH
+79.4%
+209.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.4% | -2.3% | +1.9% | +0.6% |
| 30D | -1.4% | -5.7% | +4.3% | +0.9% |
| 3M | +3.7% | -4.5% | +8.2% | +5.4% |
| 6M | +13.0% | +11.0% | +2.0% | +7.6% |
| YTD | +12.4% | +3.7% | +8.7% | +9.7% |
| 1Y | +18.5% | -2.8% | +21.4% | +18.6% |
| 3Y | +77.6% | -7.1% | +84.8% | +78.4% |
| 5Y | +81.7% | -19.4% | +101.1% | +91.6% |
| All | +288.9% | +79.4% | +209.5% | +201.5% |
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