-9.3%
UL vs INVH
-2.4%
-6.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.3% | -2.9% | +1.6% | -0.2% |
| 30D | +0.5% | -6.9% | +7.4% | +3.4% |
| 3M | +17.6% | -2.7% | +20.3% | +19.0% |
| 6M | -5.4% | +8.2% | -13.6% | -7.3% |
| YTD | +0.7% | +4.5% | -3.8% | -0.2% |
| 1Y | -9.3% | -2.3% | -6.9% | -7.6% |
| All | -9.3% | -2.4% | -6.9% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling