+227.4%
UNP vs INVH
+79.4%
+147.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -1.7% | -2.3% | +0.6% | -0.7% |
| 30D | -2.1% | -5.7% | +3.6% | +0.4% |
| 3M | +5.4% | -4.5% | +9.9% | +7.5% |
| 6M | +13.4% | +11.0% | +2.4% | +8.0% |
| YTD | +25.0% | +3.7% | +21.3% | +22.4% |
| 1Y | +34.6% | -2.8% | +37.4% | +35.4% |
| 3Y | +43.6% | -7.1% | +50.8% | +45.5% |
| 5Y | +51.7% | -19.4% | +71.2% | +61.0% |
| All | +227.4% | +79.4% | +147.9% | +149.8% |
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