+25.7%
USB vs INVH
-21.7%
+47.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +2.6% | -0.9% | +3.5% | +3.0% |
| 30D | +8.4% | +1.2% | +7.2% | +7.8% |
| 3M | -5.5% | -10.4% | +4.9% | -0.6% |
| 6M | +17.7% | -3.6% | +21.3% | +19.4% |
| YTD | +17.6% | -0.1% | +17.7% | +16.7% |
| 1Y | +33.9% | -0.7% | +34.5% | +33.1% |
| 3Y | +103.8% | -4.6% | +108.4% | +105.6% |
| All | +25.7% | -21.7% | +47.4% | +33.9% |
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