+61.5%
USB vs INVH
+74.5%
-13.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.4% |
| 7D | 0.0% | +2.0% | -2.0% | -1.1% |
| 30D | +5.8% | +4.8% | +1.0% | +3.3% |
| 3M | -6.0% | -9.8% | +3.8% | -1.0% |
| 6M | +7.8% | -3.7% | +11.4% | +9.5% |
| YTD | +14.6% | +0.8% | +13.8% | +13.1% |
| 1Y | +31.8% | +1.9% | +29.9% | +29.1% |
| 3Y | +91.5% | -4.3% | +95.8% | +92.4% |
| 5Y | +22.0% | -21.1% | +43.2% | +33.0% |
| All | +61.5% | +74.5% | -13.0% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling