-1.7%
Z vs INVH
+80.8%
-82.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -3.0% | -2.9% | -0.1% | -1.2% |
| 30D | -4.2% | -6.9% | +2.7% | +0.4% |
| 3M | -3.7% | -2.7% | -1.0% | -2.1% |
| 6M | -24.5% | +8.2% | -32.7% | -28.6% |
| YTD | -49.3% | +4.5% | -53.8% | -51.3% |
| 1Y | -58.7% | -2.3% | -56.4% | -58.6% |
| 3Y | -34.1% | -7.3% | -26.9% | -33.0% |
| 5Y | -64.5% | -20.5% | -44.1% | -60.5% |
| All | -1.7% | +80.8% | -82.5% | -24.9% |
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