+27.5%
USFR vs INVH
+75.5%
-48.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.1% | -3.1% | +3.2% | +0.1% |
| 30D | +0.3% | -7.5% | +7.8% | +0.3% |
| 3M | +1.0% | -6.3% | +7.2% | +1.0% |
| 6M | +1.9% | +9.4% | -7.5% | +1.9% |
| YTD | +2.7% | +1.4% | +1.3% | +2.7% |
| 1Y | +4.0% | -4.1% | +8.1% | +4.0% |
| 3Y | +14.1% | -9.2% | +23.2% | +14.1% |
| 5Y | +20.5% | -19.6% | +40.1% | +20.5% |
| All | +27.5% | +75.5% | -48.0% | +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