+198.6%
TECH vs INVH
+75.4%
+123.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.4% | -3.0% | +2.6% | +0.9% |
| 30D | 0.0% | -7.5% | +7.5% | +3.5% |
| 3M | +33.7% | -5.5% | +39.2% | +37.0% |
| 6M | +34.9% | +11.7% | +23.2% | +28.0% |
| YTD | +23.2% | +1.3% | +21.8% | +21.8% |
| 1Y | +36.3% | -6.1% | +42.4% | +39.4% |
| 3Y | +2.3% | -9.8% | +12.0% | +5.9% |
| 5Y | -42.9% | -19.7% | -23.2% | -38.3% |
| All | +198.6% | +75.4% | +123.3% | +157.2% |
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