+69.5%
T vs INVH
-20.2%
+89.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.5% | -3.0% | +4.5% | +2.3% |
| 30D | +7.5% | -7.5% | +15.0% | +9.9% |
| 3M | +14.8% | -5.5% | +20.4% | +16.7% |
| 6M | -1.7% | +11.7% | -13.5% | -4.9% |
| YTD | +8.7% | +1.3% | +7.4% | +8.0% |
| 1Y | -7.5% | -6.1% | -1.4% | -6.1% |
| 3Y | +110.2% | -9.8% | +120.0% | +113.3% |
| All | +69.5% | -20.2% | +89.7% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling