+87.8%
UL vs INVH
+79.4%
+8.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -3.2% | -2.3% | -0.9% | -2.5% |
| 30D | -0.6% | -5.7% | +5.1% | +1.2% |
| 3M | +9.4% | -4.5% | +13.9% | +11.0% |
| 6M | -4.1% | +11.0% | -15.1% | -7.1% |
| YTD | -2.0% | +3.7% | -5.7% | -3.2% |
| 1Y | -9.0% | -2.8% | -6.1% | -8.4% |
| 3Y | +21.8% | -7.1% | +29.0% | +22.5% |
| 5Y | +20.6% | -19.4% | +40.0% | +24.9% |
| All | +87.8% | +79.4% | +8.4% | +53.5% |
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