-35.7%
U vs INVH
+16.1%
-51.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.6% |
| 7D | +5.5% | -3.0% | +8.5% | +8.2% |
| 30D | -1.3% | -7.5% | +6.2% | +5.2% |
| 3M | +64.6% | -5.5% | +70.1% | +71.6% |
| 6M | +119.4% | +11.7% | +107.7% | +96.3% |
| YTD | -0.5% | +1.3% | -1.8% | -4.0% |
| 1Y | +1.3% | -6.1% | +7.4% | +3.7% |
| 3Y | +15.6% | -9.8% | +25.4% | +17.8% |
| 5Y | -67.5% | -19.7% | -47.8% | -62.9% |
| All | -35.7% | +16.1% | -51.8% | -45.6% |
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