-4.9%
STZ vs INVH
+79.4%
-84.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.0% | -2.3% | -3.7% | -5.1% |
| 30D | -8.9% | -5.7% | -3.2% | -6.5% |
| 3M | -12.6% | -4.5% | -8.1% | -10.8% |
| 6M | -17.2% | +11.0% | -28.2% | -20.7% |
| YTD | -10.0% | +3.7% | -13.7% | -11.6% |
| 1Y | -14.3% | -2.8% | -11.5% | -13.7% |
| 3Y | -49.9% | -7.1% | -42.8% | -49.2% |
| 5Y | -38.2% | -19.4% | -18.8% | -34.7% |
| All | -4.9% | +79.4% | -84.3% | -26.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling