+69.6%
V vs INVH
-21.2%
+90.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | -3.0% | -3.1% | +0.1% | -1.9% |
| 30D | +1.2% | -7.5% | +8.7% | +4.2% |
| 3M | +13.9% | -6.3% | +20.2% | +16.7% |
| 6M | +17.2% | +9.4% | +7.8% | +13.1% |
| YTD | +5.3% | +1.4% | +3.9% | +4.3% |
| 1Y | +9.5% | -4.1% | +13.6% | +10.7% |
| 3Y | +51.9% | -9.2% | +61.1% | +54.9% |
| 5Y | +69.6% | -19.6% | +89.2% | +85.0% |
| All | +69.6% | -21.2% | +90.8% | +85.0% |
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