-9.7%
INVH vs COO
-38.4%
+28.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.7% | +12.5% | +1.1% |
| 7D | -3.1% | -23.3% | +20.2% | +2.6% |
| 30D | -7.5% | -29.5% | +22.0% | -0.1% |
| 3M | -6.3% | -20.0% | +13.7% | -1.8% |
| 6M | +9.4% | -27.2% | +36.6% | +16.9% |
| YTD | +1.4% | -33.9% | +35.3% | +10.6% |
| 1Y | -4.1% | -19.9% | +15.8% | -0.2% |
| All | -9.7% | -38.4% | +28.7% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling