+41.2%
USB vs INVH
-20.4%
+61.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +1.4% | -2.9% | +4.3% | +2.8% |
| 30D | -1.3% | -6.9% | +5.6% | +2.0% |
| 3M | +15.2% | -2.7% | +18.0% | +16.5% |
| 6M | +18.8% | +8.2% | +10.6% | +13.9% |
| YTD | +21.0% | +4.5% | +16.5% | +17.7% |
| 1Y | +34.0% | -2.3% | +36.3% | +34.5% |
| 3Y | +95.3% | -7.3% | +102.6% | +99.2% |
| All | +41.2% | -20.4% | +61.6% | +49.4% |
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 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