+24.7%
OVV vs INVH
+75.4%
-50.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.7% | -3.0% | +1.3% | 0.0% |
| 30D | +0.8% | -7.5% | +8.3% | +5.2% |
| 3M | +13.3% | -5.5% | +18.8% | +16.4% |
| 6M | +16.9% | +11.7% | +5.2% | +8.2% |
| YTD | +64.3% | +1.3% | +62.9% | +60.0% |
| 1Y | +54.2% | -6.1% | +60.3% | +56.7% |
| 3Y | +51.3% | -9.8% | +61.1% | +54.3% |
| 5Y | +154.3% | -19.7% | +173.9% | +174.2% |
| All | +24.7% | +75.4% | -50.7% | +8.8% |
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