-37.8%
U vs INVH
+18.8%
-56.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +4.4% | -2.3% | +6.7% | +6.3% |
| 30D | -1.3% | -5.7% | +4.4% | +3.5% |
| 3M | +49.6% | -4.5% | +54.0% | +54.6% |
| 6M | +100.2% | +11.0% | +89.2% | +80.5% |
| YTD | -3.7% | +3.7% | -7.4% | -8.8% |
| 1Y | -6.5% | -2.8% | -3.7% | -7.0% |
| 3Y | +12.9% | -7.1% | +20.0% | +12.2% |
| 5Y | -68.3% | -19.4% | -48.9% | -64.0% |
| All | -37.8% | +18.8% | -56.5% | -48.3% |
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 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