-16.1%
Z vs INVH
+74.5%
-90.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -1.3% |
| 7D | -4.6% | +2.0% | -6.6% | -5.6% |
| 30D | +8.3% | +4.8% | +3.5% | +5.6% |
| 3M | -11.6% | -9.8% | -1.8% | -5.0% |
| 6M | -33.6% | -3.7% | -30.0% | -31.8% |
| YTD | -56.7% | +0.8% | -57.5% | -57.2% |
| 1Y | -59.1% | +1.9% | -61.0% | -60.0% |
| 3Y | -20.4% | -4.3% | -16.1% | -20.2% |
| 5Y | -55.3% | -21.1% | -34.1% | -49.5% |
| All | -16.1% | +74.5% | -90.6% | -34.0% |
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 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