+366.1%
RIO vs INVH
+75.5%
+290.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.4% |
| 7D | -3.4% | -3.1% | -0.2% | -2.2% |
| 30D | +0.6% | -7.5% | +8.1% | +3.4% |
| 3M | +2.5% | -6.3% | +8.8% | +4.6% |
| 6M | +10.8% | +9.4% | +1.3% | +6.5% |
| YTD | +30.5% | +1.4% | +29.1% | +28.7% |
| 1Y | +68.1% | -4.1% | +72.2% | +68.9% |
| 3Y | +94.0% | -9.2% | +103.2% | +96.2% |
| 5Y | +92.0% | -19.6% | +111.6% | +100.0% |
| All | +366.1% | +75.5% | +290.6% | +295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling