-8.1%
Z vs INVH
+79.7%
-87.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.1% |
| 7D | -3.3% | -3.1% | -0.1% | -1.3% |
| 30D | -3.7% | -7.1% | +3.4% | +1.0% |
| 3M | -7.0% | -3.0% | -4.0% | -5.2% |
| 6M | -29.5% | +10.1% | -39.6% | -34.0% |
| YTD | -52.6% | +3.8% | -56.4% | -54.2% |
| 1Y | -64.0% | -2.1% | -61.9% | -64.0% |
| 3Y | -36.4% | -7.0% | -29.4% | -35.5% |
| 5Y | -65.8% | -20.6% | -45.2% | -61.8% |
| All | -8.1% | +79.7% | -87.8% | -29.5% |
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