+368.8%
RIO vs INVH
+75.4%
+293.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -3.2% | -3.0% | -0.2% | -2.1% |
| 30D | +0.9% | -7.5% | +8.4% | +3.7% |
| 3M | -1.4% | -5.5% | +4.1% | +0.3% |
| 6M | +10.9% | +11.7% | -0.8% | +5.9% |
| YTD | +31.2% | +1.3% | +29.9% | +29.5% |
| 1Y | +67.9% | -6.1% | +74.0% | +70.1% |
| 3Y | +88.8% | -9.8% | +98.6% | +91.4% |
| 5Y | +93.1% | -19.7% | +112.8% | +101.2% |
| All | +368.8% | +75.4% | +293.4% | +298.2% |
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