-12.1%
ZBH vs INVH
+75.4%
-87.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -4.7% | -3.0% | -1.7% | -3.4% |
| 30D | -4.5% | -7.5% | +3.0% | -1.3% |
| 3M | +7.6% | -5.5% | +13.1% | +10.3% |
| 6M | +0.3% | +11.7% | -11.4% | -4.5% |
| YTD | +4.5% | +1.3% | +3.2% | +3.4% |
| 1Y | -9.4% | -6.1% | -3.3% | -7.4% |
| 3Y | -21.5% | -9.8% | -11.7% | -19.5% |
| 5Y | -28.4% | -19.7% | -8.7% | -23.9% |
| All | -12.1% | +75.4% | -87.5% | -32.0% |
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