+513.7%
UUUU vs INVH
+75.4%
+438.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | -10.5% | -3.0% | -7.5% | -9.1% |
| 30D | -10.5% | -7.5% | -3.0% | -7.1% |
| 3M | -14.1% | -5.5% | -8.6% | -12.3% |
| 6M | -35.5% | +11.7% | -47.2% | -39.8% |
| YTD | -10.9% | +1.3% | -12.3% | -13.5% |
| 1Y | +3.4% | -6.1% | +9.4% | +4.0% |
| 3Y | +73.1% | -9.8% | +82.9% | +71.1% |
| 5Y | +87.1% | -19.7% | +106.8% | +99.5% |
| All | +513.7% | +75.4% | +438.4% | +328.3% |
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 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