-39.0%
TROW vs INVH
-20.2%
-18.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.2% | -3.0% | -0.2% | -1.4% |
| 30D | -4.6% | -7.5% | +2.9% | 0.0% |
| 3M | -0.7% | -5.5% | +4.9% | +2.5% |
| 6M | +22.2% | +11.7% | +10.5% | +13.0% |
| YTD | +6.6% | +1.3% | +5.3% | +4.5% |
| 1Y | +5.8% | -6.1% | +11.9% | +8.7% |
| 3Y | +11.6% | -9.8% | +21.4% | +14.8% |
| All | -39.0% | -20.2% | -18.8% | -33.3% |
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