+88.8%
RIO vs INVH
-9.7%
+98.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -3.2% | -3.0% | -0.2% | -2.5% |
| 30D | +0.9% | -7.5% | +8.4% | +2.6% |
| 3M | -1.4% | -5.5% | +4.1% | -0.4% |
| 6M | +10.9% | +11.7% | -0.8% | +7.0% |
| YTD | +31.2% | +1.3% | +29.9% | +29.7% |
| 1Y | +67.9% | -6.1% | +74.0% | +69.6% |
| 3Y | +88.8% | -9.8% | +98.6% | +95.0% |
| All | +88.8% | -9.7% | +98.5% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling