+38.1%
UPS vs INVH
+79.4%
-41.4%
-57.9%
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 | -3.7% | -2.3% | -1.4% | -2.8% |
| 30D | -3.7% | -5.7% | +2.0% | -1.6% |
| 3M | -6.6% | -4.5% | -2.1% | -5.0% |
| 6M | +2.6% | +11.0% | -8.4% | -1.8% |
| YTD | +4.8% | +3.7% | +1.1% | +2.7% |
| 1Y | +25.3% | -2.8% | +28.1% | +25.6% |
| 3Y | -26.9% | -7.1% | -19.7% | -26.2% |
| 5Y | -33.5% | -19.4% | -14.1% | -30.1% |
| All | +38.1% | +79.4% | -41.4% | +8.4% |
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