+108.4%
VWO vs INVH
+75.4%
+33.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.8% | -3.0% | +1.2% | -0.9% |
| 30D | -0.1% | -7.5% | +7.4% | +2.2% |
| 3M | +2.2% | -5.5% | +7.8% | +3.7% |
| 6M | +8.8% | +11.7% | -3.0% | +4.6% |
| YTD | +12.4% | +1.3% | +11.1% | +11.1% |
| 1Y | +15.6% | -6.1% | +21.7% | +16.8% |
| 3Y | +62.5% | -9.8% | +72.3% | +64.2% |
| 5Y | +34.3% | -19.7% | +53.9% | +38.8% |
| All | +108.4% | +75.4% | +33.0% | +71.9% |
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