+76.2%
INVH vs VO
+175.8%
-99.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.7% |
| 7D | -3.0% | -1.5% | -1.5% | -1.7% |
| 30D | -7.5% | -3.0% | -4.5% | -5.2% |
| 3M | -5.5% | +2.8% | -8.4% | -7.8% |
| 6M | +11.7% | +10.9% | +0.8% | +2.0% |
| YTD | +1.3% | +12.5% | -11.1% | -8.7% |
| 1Y | -6.1% | +12.0% | -18.0% | -15.2% |
| 3Y | -9.8% | +56.3% | -66.0% | -39.5% |
| 5Y | -19.7% | +42.9% | -62.6% | -42.3% |
| All | +76.2% | +175.8% | -99.5% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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