+76.4%
INVH vs RJF
+294.8%
-218.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -3.1% | -4.2% | +1.1% | -1.9% |
| 30D | -7.5% | -3.6% | -3.9% | -6.5% |
| 3M | -6.3% | +15.6% | -21.9% | -10.7% |
| 6M | +9.4% | +17.6% | -8.2% | +3.5% |
| YTD | +1.4% | +9.2% | -7.8% | -2.3% |
| 1Y | -4.1% | +5.5% | -9.6% | -6.8% |
| 3Y | -9.2% | +70.3% | -79.5% | -26.4% |
| 5Y | -19.6% | +106.0% | -125.6% | -40.7% |
| All | +76.4% | +294.8% | -218.5% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling