+12.0%
STZ vs INVH
+74.5%
-62.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | +4.9% | +2.0% | +2.9% | +4.1% |
| 30D | +20.9% | +4.8% | +16.1% | +18.7% |
| 3M | +8.0% | -9.8% | +17.7% | +12.9% |
| 6M | -5.3% | -3.7% | -1.6% | -3.7% |
| YTD | +5.9% | +0.8% | +5.1% | +5.3% |
| 1Y | +14.2% | +1.9% | +12.3% | +13.0% |
| 3Y | -37.0% | -4.3% | -32.7% | -36.8% |
| 5Y | -29.7% | -21.1% | -8.6% | -25.0% |
| All | +12.0% | +74.5% | -62.5% | -11.9% |
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