+1,832.2%
UMC vs INVH
+75.4%
+1,756.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +9.0% | -3.0% | +12.0% | +10.0% |
| 30D | +17.2% | -7.5% | +24.8% | +19.9% |
| 3M | +11.4% | -5.5% | +16.9% | +12.6% |
| 6M | +137.5% | +11.7% | +125.8% | +126.7% |
| YTD | +193.1% | +1.3% | +191.8% | +187.5% |
| 1Y | +240.3% | -6.1% | +246.4% | +242.2% |
| 3Y | +262.2% | -9.8% | +272.0% | +265.4% |
| 5Y | +143.1% | -19.7% | +162.8% | +151.6% |
| All | +1,832.2% | +75.4% | +1,756.9% | +1,623.4% |
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