+656.6%
TWLO vs INVH
+75.4%
+581.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -2.4% | -3.0% | +0.6% | -0.9% |
| 30D | -7.8% | -7.5% | -0.3% | -4.3% |
| 3M | +10.0% | -5.5% | +15.6% | +12.8% |
| 6M | +79.5% | +11.7% | +67.8% | +67.8% |
| YTD | +59.8% | +1.3% | +58.5% | +56.1% |
| 1Y | +121.7% | -6.1% | +127.8% | +124.9% |
| 3Y | +240.8% | -9.8% | +250.6% | +246.2% |
| 5Y | -33.6% | -19.7% | -13.9% | -28.4% |
| All | +656.6% | +75.4% | +581.2% | +493.0% |
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