+388.8%
VUG vs INVH
+79.4%
+309.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +0.1% | -2.3% | +2.4% | +1.1% |
| 30D | -1.7% | -5.7% | +4.0% | +0.7% |
| 3M | +2.8% | -4.5% | +7.3% | +4.5% |
| 6M | +13.6% | +11.0% | +2.6% | +7.7% |
| YTD | +8.1% | +3.7% | +4.4% | +5.2% |
| 1Y | +13.1% | -2.8% | +15.9% | +13.0% |
| 3Y | +87.0% | -7.1% | +94.1% | +87.1% |
| 5Y | +76.0% | -19.4% | +95.4% | +86.2% |
| All | +388.8% | +79.4% | +309.3% | +278.5% |
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