-74.2%
OPEN vs INVH
+17.9%
-92.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -11.4% | -3.0% | -8.4% | -8.6% |
| 30D | -20.1% | -7.5% | -12.5% | -13.4% |
| 3M | -37.6% | -5.5% | -32.1% | -34.5% |
| 6M | -47.1% | +11.7% | -58.8% | -54.0% |
| YTD | -52.1% | +1.3% | -53.5% | -54.1% |
| 1Y | -73.5% | -6.1% | -67.4% | -72.6% |
| 3Y | -24.4% | -9.8% | -14.6% | -20.6% |
| 5Y | -85.1% | -19.7% | -65.4% | -82.3% |
| All | -74.2% | +17.9% | -92.1% | -72.8% |
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