+469.5%
WMT vs INVH
+75.4%
+394.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | 0.0% | -3.0% | +3.0% | +0.7% |
| 30D | -7.4% | -7.5% | +0.1% | -5.8% |
| 3M | -10.9% | -5.5% | -5.3% | -9.8% |
| 6M | -12.7% | +11.7% | -24.4% | -15.0% |
| YTD | -3.2% | +1.3% | -4.5% | -3.8% |
| 1Y | +5.3% | -6.1% | +11.3% | +6.4% |
| 3Y | +101.9% | -9.8% | +111.6% | +104.2% |
| 5Y | +134.6% | -19.7% | +154.2% | +140.9% |
| All | +469.5% | +75.4% | +394.1% | +367.2% |
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