+78.5%
VUG vs INVH
-20.2%
+98.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -0.5% | -3.0% | +2.5% | +0.7% |
| 30D | -1.0% | -7.5% | +6.6% | +2.0% |
| 3M | +3.5% | -5.5% | +9.1% | +5.4% |
| 6M | +14.2% | +11.7% | +2.5% | +8.2% |
| YTD | +8.5% | +1.3% | +7.2% | +6.7% |
| 1Y | +12.9% | -6.1% | +19.0% | +14.6% |
| 3Y | +85.6% | -9.8% | +95.4% | +87.7% |
| All | +78.5% | -20.2% | +98.7% | +94.3% |
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 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