+283.6%
COP vs INVH
+75.4%
+208.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +2.3% | -3.0% | +5.3% | +3.7% |
| 30D | +8.6% | -7.5% | +16.1% | +12.3% |
| 3M | +19.9% | -5.5% | +25.4% | +22.5% |
| 6M | +19.0% | +11.7% | +7.3% | +12.1% |
| YTD | +50.0% | +1.3% | +48.6% | +47.2% |
| 1Y | +50.5% | -6.1% | +56.6% | +52.8% |
| 3Y | +25.2% | -9.8% | +35.0% | +27.1% |
| 5Y | +194.3% | -19.7% | +214.0% | +208.4% |
| All | +283.6% | +75.4% | +208.2% | +163.6% |
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