+1,311.2%
TER vs INVH
+79.4%
+1,231.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.2% |
| 7D | +12.4% | -2.3% | +14.6% | +13.7% |
| 30D | +5.1% | -5.7% | +10.9% | +8.1% |
| 3M | +4.0% | -4.5% | +8.4% | +5.3% |
| 6M | +29.5% | +11.0% | +18.6% | +20.3% |
| YTD | +98.5% | +3.7% | +94.8% | +90.0% |
| 1Y | +234.1% | -2.8% | +236.9% | +229.8% |
| 3Y | +289.0% | -7.1% | +296.2% | +291.0% |
| 5Y | +228.2% | -19.4% | +247.6% | +255.1% |
| All | +1,311.2% | +79.4% | +1,231.8% | +955.8% |
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