+508.7%
ONTO vs INVH
+8.0%
+500.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.8% | +9.7% | +9.3% |
| 7D | +16.4% | -2.5% | +18.9% | +17.7% |
| 30D | -21.4% | +0.7% | -22.1% | -22.3% |
| 3M | -32.7% | -8.8% | -24.0% | -30.2% |
| 6M | -25.2% | -5.0% | -20.2% | -24.9% |
| YTD | +36.2% | 0.0% | +36.2% | +31.7% |
| 1Y | +61.2% | -1.9% | +63.0% | +57.2% |
| 3Y | +58.7% | -5.0% | +63.7% | +52.5% |
| 5Y | +143.6% | -21.6% | +165.2% | +162.1% |
| All | +508.7% | +8.0% | +500.7% | +397.0% |
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