+76.2%
INVH vs VIG
+230.8%
-154.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.8% |
| 7D | -3.0% | -1.1% | -1.9% | -2.0% |
| 30D | -7.5% | -2.7% | -4.8% | -5.1% |
| 3M | -5.5% | +2.5% | -8.1% | -7.9% |
| 6M | +11.7% | +9.2% | +2.5% | +2.4% |
| YTD | +1.3% | +9.8% | -8.5% | -7.6% |
| 1Y | -6.1% | +12.4% | -18.5% | -16.4% |
| 3Y | -9.8% | +55.9% | -65.7% | -42.0% |
| 5Y | -19.7% | +63.9% | -83.6% | -50.9% |
| All | +76.2% | +230.8% | -154.5% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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