+297.4%
TPR vs INVH
+75.5%
+222.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +3.3% |
| 7D | -5.1% | -3.1% | -2.0% | -3.3% |
| 30D | -27.6% | -7.5% | -20.1% | -24.1% |
| 3M | -17.5% | -6.3% | -11.2% | -14.5% |
| 6M | -21.3% | +9.4% | -30.8% | -26.5% |
| YTD | -8.5% | +1.4% | -9.9% | -10.6% |
| 1Y | +11.5% | -4.1% | +15.6% | +12.5% |
| 3Y | +288.0% | -9.2% | +297.2% | +294.7% |
| 5Y | +225.2% | -19.6% | +244.8% | +252.7% |
| All | +297.4% | +75.5% | +222.0% | +169.4% |
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