+53.6%
UAL vs INVH
+75.4%
-21.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | -1.4% | -3.0% | +1.6% | +0.6% |
| 30D | -12.2% | -7.5% | -4.7% | -7.6% |
| 3M | -2.5% | -5.5% | +3.1% | +1.1% |
| 6M | +21.1% | +11.7% | +9.4% | +12.1% |
| YTD | -1.8% | +1.3% | -3.1% | -3.5% |
| 1Y | +0.4% | -6.1% | +6.5% | +3.5% |
| 3Y | +130.3% | -9.8% | +140.0% | +140.0% |
| 5Y | +147.7% | -19.7% | +167.4% | +175.8% |
| All | +53.6% | +75.4% | -21.7% | +17.3% |
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 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