+80.6%
INVH vs RVTY
+145.4%
-64.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -7.1% | +10.8% | -17.9% | -9.9% |
| 3M | -3.0% | +26.8% | -29.7% | -9.7% |
| 6M | +10.1% | +39.3% | -29.2% | -1.1% |
| YTD | +3.8% | +31.6% | -27.8% | -5.7% |
| 1Y | -2.1% | +47.7% | -49.8% | -14.6% |
| 3Y | -7.0% | +19.9% | -26.9% | -16.6% |
| 5Y | -20.6% | -32.3% | +11.8% | -15.1% |
| All | +80.6% | +145.4% | -64.8% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling