+81.7%
INVH vs COO
+51.5%
+30.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -2.9% | -2.2% | -0.7% | -2.1% |
| 30D | -6.9% | -7.0% | +0.1% | -4.5% |
| 3M | -2.7% | +12.2% | -14.9% | -7.1% |
| 6M | +8.2% | -15.1% | +23.3% | +14.3% |
| YTD | +4.5% | -15.1% | +19.6% | +10.2% |
| 1Y | -2.3% | +2.3% | -4.7% | -4.5% |
| 3Y | -7.3% | -23.7% | +16.4% | -1.9% |
| 5Y | -20.5% | -38.9% | +18.4% | -9.9% |
| All | +81.7% | +51.5% | +30.2% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling