+80.3%
INVH vs RRC
+36.3%
+44.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -2.3% | -1.7% | -0.5% | -2.2% |
| 30D | -5.7% | +3.6% | -9.3% | -6.0% |
| 3M | -4.5% | +8.8% | -13.3% | -5.2% |
| 6M | +11.0% | +0.8% | +10.2% | +10.7% |
| YTD | +3.7% | +19.0% | -15.3% | +1.9% |
| 1Y | -2.8% | +22.9% | -25.8% | -4.9% |
| 3Y | -7.1% | +32.3% | -39.5% | -10.3% |
| 5Y | -19.4% | +151.6% | -171.0% | -26.8% |
| All | +80.3% | +36.3% | +44.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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