+326.2%
COPX vs INVH
+75.4%
+250.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.3% | -3.0% | +0.6% | -0.9% |
| 30D | +0.3% | -7.5% | +7.8% | +3.8% |
| 3M | +6.8% | -5.5% | +12.3% | +9.0% |
| 6M | +7.9% | +11.7% | -3.8% | +1.2% |
| YTD | +23.7% | +1.3% | +22.4% | +21.1% |
| 1Y | +71.5% | -6.1% | +77.6% | +73.6% |
| 3Y | +149.1% | -9.8% | +158.9% | +153.1% |
| 5Y | +167.3% | -19.7% | +187.0% | +183.6% |
| All | +326.2% | +75.4% | +250.8% | +245.6% |
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