+76.2%
INVH vs VYM
+186.7%
-110.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.7% |
| 7D | -3.0% | -0.8% | -2.2% | -2.3% |
| 30D | -7.5% | -2.2% | -5.3% | -5.6% |
| 3M | -5.5% | +3.1% | -8.6% | -8.1% |
| 6M | +11.7% | +9.7% | +2.0% | +2.5% |
| YTD | +1.3% | +14.9% | -13.6% | -10.9% |
| 1Y | -6.1% | +17.6% | -23.6% | -19.2% |
| 3Y | -9.8% | +65.3% | -75.1% | -43.6% |
| 5Y | -19.7% | +78.7% | -98.4% | -53.1% |
| All | +76.2% | +186.7% | -110.5% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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