+81.7%
INVH vs RACE
+608.7%
-527.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | -2.9% | -2.5% | -0.4% | -2.2% |
| 30D | -6.9% | +0.8% | -7.7% | -7.2% |
| 3M | -2.7% | +17.2% | -19.9% | -7.6% |
| 6M | +8.2% | +13.6% | -5.4% | +3.3% |
| YTD | +4.5% | +12.2% | -7.7% | -0.3% |
| 1Y | -2.3% | -16.3% | +13.9% | +1.4% |
| 3Y | -7.3% | +36.4% | -43.7% | -21.0% |
| 5Y | -20.5% | +95.0% | -115.4% | -41.4% |
| All | +81.7% | +608.7% | -527.0% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling