-5.3%
STZ vs INVH
+79.7%
-85.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.4% |
| 7D | -7.4% | -3.1% | -4.3% | -6.1% |
| 30D | -10.9% | -7.1% | -3.8% | -8.0% |
| 3M | -13.4% | -3.0% | -10.5% | -12.3% |
| 6M | -16.2% | +10.1% | -26.3% | -19.5% |
| YTD | -10.4% | +3.8% | -14.3% | -12.1% |
| 1Y | -14.8% | -2.1% | -12.7% | -14.4% |
| 3Y | -50.1% | -7.0% | -43.1% | -49.5% |
| 5Y | -38.8% | -20.6% | -18.2% | -34.9% |
| All | -5.3% | +79.7% | -85.0% | -26.4% |
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