+76.2%
INVH vs RVTY
+140.1%
-63.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.9% |
| 7D | -3.0% | -4.5% | +1.5% | -1.7% |
| 30D | -7.5% | +5.5% | -13.0% | -9.1% |
| 3M | -5.5% | +22.5% | -28.1% | -11.3% |
| 6M | +11.7% | +38.9% | -27.2% | +0.4% |
| YTD | +1.3% | +28.7% | -27.4% | -7.4% |
| 1Y | -6.1% | +45.5% | -51.6% | -17.8% |
| 3Y | -9.8% | +16.4% | -26.1% | -18.3% |
| 5Y | -19.7% | -32.7% | +13.1% | -14.1% |
| All | +76.2% | +140.1% | -63.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling