-18.2%
Z vs INVH
+71.6%
-89.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.7% |
| 7D | -4.9% | -3.3% | -1.6% | -2.8% |
| 30D | +3.0% | +0.2% | +2.7% | +3.3% |
| 3M | -13.4% | -9.5% | -3.9% | -7.0% |
| 6M | -27.3% | -4.3% | -23.0% | -24.9% |
| YTD | -57.8% | -0.8% | -56.9% | -57.8% |
| 1Y | -60.0% | -3.6% | -56.4% | -59.4% |
| 3Y | -21.5% | -5.8% | -15.7% | -20.5% |
| 5Y | -55.0% | -22.3% | -32.7% | -48.7% |
| All | -18.2% | +71.6% | -89.8% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling