+76.2%
INVH vs COO
+17.3%
+58.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -3.0% | -22.5% | +19.5% | +5.9% |
| 30D | -7.5% | -29.7% | +22.2% | +4.6% |
| 3M | -5.5% | -20.1% | +14.6% | +1.7% |
| 6M | +11.7% | -26.9% | +38.6% | +23.8% |
| YTD | +1.3% | -34.2% | +35.6% | +16.7% |
| 1Y | -6.1% | -21.3% | +15.2% | +0.5% |
| 3Y | -9.8% | -38.7% | +28.9% | +2.6% |
| 5Y | -19.7% | -52.2% | +32.5% | -1.0% |
| All | +76.2% | +17.3% | +58.9% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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