+227.0%
UNP vs INVH
+75.4%
+151.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.8% | -3.0% | +1.2% | -0.5% |
| 30D | -2.7% | -7.5% | +4.8% | +0.6% |
| 3M | +6.5% | -5.5% | +12.0% | +9.1% |
| 6M | +14.4% | +11.7% | +2.7% | +8.6% |
| YTD | +24.8% | +1.3% | +23.5% | +23.5% |
| 1Y | +34.4% | -6.1% | +40.5% | +37.3% |
| 3Y | +43.6% | -9.8% | +53.3% | +47.3% |
| 5Y | +53.2% | -19.7% | +72.9% | +62.6% |
| All | +227.0% | +75.4% | +151.6% | +152.0% |
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