+65.6%
USB vs INVH
+75.1%
-9.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.3% |
| 7D | +0.8% | +1.3% | -0.5% | +0.1% |
| 30D | +6.8% | +1.5% | +5.2% | +5.9% |
| 3M | -3.8% | -9.4% | +5.6% | +1.1% |
| 6M | +11.7% | -3.3% | +15.0% | +13.3% |
| YTD | +17.5% | +1.2% | +16.3% | +15.7% |
| 1Y | +33.8% | +1.5% | +32.2% | +31.3% |
| 3Y | +104.2% | -2.4% | +106.6% | +103.1% |
| 5Y | +26.4% | -20.6% | +47.0% | +37.3% |
| All | +65.6% | +75.1% | -9.5% | +30.3% |
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