-20.2%
INVH vs RJF
+104.0%
-124.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -3.0% | -2.7% | -0.3% | -2.4% |
| 30D | -7.5% | -4.3% | -3.3% | -6.7% |
| 3M | -5.5% | +15.7% | -21.3% | -8.9% |
| 6M | +11.7% | +17.8% | -6.1% | +7.0% |
| YTD | +1.3% | +9.2% | -7.8% | -1.5% |
| 1Y | -6.1% | +2.8% | -8.9% | -7.4% |
| 3Y | -9.8% | +69.5% | -79.2% | -23.8% |
| All | -20.2% | +104.0% | -124.3% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling