-49.9%
VXX vs INVH
-2.4%
-47.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.5% |
| 7D | -3.5% | -2.9% | -0.6% | -4.3% |
| 30D | -13.6% | -6.9% | -6.7% | -15.4% |
| 3M | -24.6% | -2.7% | -21.9% | -25.1% |
| 6M | -39.9% | +8.2% | -48.1% | -35.7% |
| YTD | -33.1% | +4.5% | -37.5% | -30.1% |
| 1Y | -49.9% | -2.3% | -47.6% | -50.7% |
| All | -49.9% | -2.4% | -47.5% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling