+199.4%
TECH vs INVH
+79.7%
+119.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +0.2% | -3.1% | +3.3% | +1.6% |
| 30D | +0.1% | -7.1% | +7.2% | +3.5% |
| 3M | +37.5% | -3.0% | +40.5% | +39.3% |
| 6M | +34.6% | +10.1% | +24.5% | +28.5% |
| YTD | +23.5% | +3.8% | +19.6% | +20.8% |
| 1Y | +34.4% | -2.1% | +36.5% | +35.0% |
| 3Y | +2.3% | -7.0% | +9.3% | +4.5% |
| 5Y | -41.7% | -20.6% | -21.1% | -37.0% |
| All | +199.4% | +79.7% | +119.7% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling