-12.9%
Z vs INVH
+75.1%
-88.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.5% |
| 7D | -5.2% | +1.3% | -6.4% | -5.8% |
| 30D | +5.7% | +1.5% | +4.2% | +5.1% |
| 3M | -8.7% | -9.4% | +0.7% | -2.1% |
| 6M | -26.0% | -3.3% | -22.7% | -24.1% |
| YTD | -55.0% | +1.2% | -56.3% | -55.6% |
| 1Y | -58.0% | +1.5% | -59.5% | -58.8% |
| 3Y | -15.2% | -2.4% | -12.8% | -16.1% |
| 5Y | -53.8% | -20.6% | -33.2% | -48.1% |
| All | -12.9% | +75.1% | -88.0% | -31.7% |
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 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