+199.1%
RF vs INVH
+75.4%
+123.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.0% | -3.0% | +2.0% | +0.8% |
| 30D | -3.7% | -7.5% | +3.8% | +0.6% |
| 3M | +5.3% | -5.5% | +10.9% | +8.6% |
| 6M | +17.2% | +11.7% | +5.5% | +9.3% |
| YTD | +14.5% | +1.3% | +13.1% | +12.4% |
| 1Y | +15.9% | -6.1% | +22.0% | +18.8% |
| 3Y | +91.2% | -9.8% | +100.9% | +98.1% |
| 5Y | +90.0% | -19.7% | +109.7% | +106.2% |
| All | +199.1% | +75.4% | +123.7% | +137.2% |
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