+63.7%
VZ vs INVH
+71.6%
-7.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | +0.9% | -3.3% | +4.2% | +1.8% |
| 30D | +6.9% | +0.2% | +6.7% | +6.9% |
| 3M | +0.6% | -9.5% | +10.1% | +3.0% |
| 6M | +0.3% | -4.3% | +4.6% | +1.3% |
| YTD | +21.9% | -0.8% | +22.7% | +21.8% |
| 1Y | +21.7% | -3.6% | +25.3% | +22.4% |
| 3Y | +58.5% | -5.8% | +64.3% | +58.9% |
| 5Y | +22.4% | -22.3% | +44.7% | +27.1% |
| All | +63.7% | +71.6% | -7.9% | +37.2% |
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