+390.7%
VUG vs INVH
+75.4%
+315.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -0.5% | -3.0% | +2.5% | +0.8% |
| 30D | -1.0% | -7.5% | +6.6% | +2.3% |
| 3M | +3.5% | -5.5% | +9.1% | +5.7% |
| 6M | +14.2% | +11.7% | +2.5% | +7.9% |
| YTD | +8.5% | +1.3% | +7.2% | +6.6% |
| 1Y | +12.9% | -6.1% | +19.0% | +14.5% |
| 3Y | +85.6% | -9.8% | +95.4% | +88.1% |
| 5Y | +78.1% | -19.7% | +97.8% | +88.6% |
| All | +390.7% | +75.4% | +315.3% | +283.6% |
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