+688.0%
ONTO vs INVH
+12.0%
+676.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +9.4% | -2.3% | +11.7% | +10.7% |
| 30D | -4.4% | -5.7% | +1.3% | -1.6% |
| 3M | +1.6% | -4.5% | +6.1% | +3.0% |
| 6M | +45.3% | +11.0% | +34.3% | +34.3% |
| YTD | +76.4% | +3.7% | +72.7% | +68.8% |
| 1Y | +167.2% | -2.8% | +170.0% | +164.1% |
| 3Y | +116.6% | -7.1% | +123.7% | +113.8% |
| 5Y | +263.7% | -19.4% | +283.2% | +289.0% |
| All | +688.0% | +12.0% | +676.0% | +536.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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