+15.6%
SPYG vs INVH
+9.3%
+6.2%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -1.0% |
| 7D | -1.8% | -3.1% | +1.3% | -2.1% |
| 30D | -1.9% | -7.5% | +5.6% | -2.6% |
| 3M | +5.2% | -6.3% | +11.4% | +4.6% |
| 6M | +15.6% | +9.4% | +6.1% | +10.5% |
| All | +15.6% | +9.3% | +6.2% | +10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling