-14.8%
REPL vs INVH
+46.8%
-61.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -14.1% | -3.0% | -11.1% | -12.7% |
| 30D | -15.2% | -7.5% | -7.7% | -11.8% |
| 3M | +49.9% | -5.5% | +55.4% | +52.9% |
| 6M | +63.5% | +11.7% | +51.8% | +52.4% |
| YTD | +32.9% | +1.3% | +31.6% | +28.9% |
| 1Y | +115.0% | -6.1% | +121.1% | +117.1% |
| 3Y | -34.7% | -9.8% | -25.0% | -36.0% |
| 5Y | -59.7% | -19.7% | -40.0% | -57.9% |
| All | -14.8% | +46.8% | -61.6% | -42.5% |
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