+390.5%
SPYG vs INVH
+75.4%
+315.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -3.0% | +2.1% | +0.3% |
| 30D | -1.5% | -7.5% | +6.0% | +1.6% |
| 3M | +3.7% | -5.5% | +9.3% | +5.8% |
| 6M | +16.4% | +11.7% | +4.7% | +10.3% |
| YTD | +13.3% | +1.3% | +12.0% | +11.4% |
| 1Y | +17.9% | -6.1% | +23.9% | +19.4% |
| 3Y | +98.3% | -9.8% | +108.1% | +100.8% |
| 5Y | +86.4% | -19.7% | +106.1% | +96.7% |
| All | +390.5% | +75.4% | +315.1% | +284.5% |
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 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