+54.5%
USAR vs INVH
-12.3%
+66.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -11.6% | -3.0% | -8.6% | -12.1% |
| 30D | -15.5% | -7.5% | -8.0% | -16.6% |
| 3M | -31.0% | -5.5% | -25.5% | -31.6% |
| 6M | -26.2% | +11.7% | -37.9% | -26.0% |
| YTD | +30.8% | +1.3% | +29.4% | +29.6% |
| 1Y | +7.1% | -6.1% | +13.2% | +6.2% |
| 3Y | +53.0% | -9.8% | +62.8% | +51.7% |
| All | +54.5% | -12.3% | +66.8% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling