+65.1%
USB vs INVH
+74.4%
-9.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.4% | +1.8% | -0.4% | +0.5% |
| 30D | +6.4% | +1.1% | +5.3% | +5.8% |
| 3M | -4.5% | -8.3% | +3.9% | -0.2% |
| 6M | +11.4% | -3.7% | +15.0% | +13.2% |
| YTD | +17.1% | +0.8% | +16.3% | +15.6% |
| 1Y | +32.6% | +1.0% | +31.6% | +30.5% |
| 3Y | +101.8% | -4.3% | +106.1% | +102.7% |
| 5Y | +25.1% | -21.0% | +46.1% | +36.3% |
| All | +65.1% | +74.4% | -9.4% | +30.1% |
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 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