-7.0%
INVH vs RACE
+39.3%
-46.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | -7.1% | -1.5% | -5.5% | -6.9% |
| 3M | -3.0% | +15.5% | -18.4% | -5.5% |
| 6M | +10.1% | +17.3% | -7.2% | +6.6% |
| YTD | +3.8% | +11.1% | -7.3% | +1.3% |
| 1Y | -2.1% | -14.3% | +12.2% | -0.4% |
| 3Y | -7.0% | +40.2% | -47.2% | -25.2% |
| All | -7.0% | +39.3% | -46.3% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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