+208.8%
RBA vs INVH
+75.4%
+133.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +0.1% | -3.0% | +3.1% | +1.3% |
| 30D | -2.9% | -7.5% | +4.6% | +0.1% |
| 3M | -20.9% | -5.5% | -15.4% | -19.2% |
| 6M | -17.7% | +11.7% | -29.4% | -21.4% |
| YTD | -18.2% | +1.3% | -19.5% | -19.0% |
| 1Y | -29.1% | -6.1% | -23.0% | -27.7% |
| 3Y | +29.5% | -9.8% | +39.3% | +32.5% |
| 5Y | +40.2% | -19.7% | +59.9% | +48.3% |
| All | +208.8% | +75.4% | +133.5% | +108.4% |
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