+76.2%
INVH vs URA
+233.0%
-156.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.4% |
| 7D | -3.0% | -5.5% | +2.5% | -2.2% |
| 30D | -7.5% | -3.7% | -3.8% | -7.1% |
| 3M | -5.5% | -2.9% | -2.6% | -5.6% |
| 6M | +11.7% | -15.2% | +27.0% | +13.3% |
| YTD | +1.3% | +1.9% | -0.5% | -1.4% |
| 1Y | -6.1% | +6.9% | -13.0% | -10.6% |
| 3Y | -9.8% | +99.6% | -109.4% | -27.7% |
| 5Y | -19.7% | +101.2% | -120.8% | -38.4% |
| All | +76.2% | +233.0% | -156.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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