+579.5%
RMBS vs INVH
+75.4%
+504.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.8% | -3.0% | +4.8% | +3.2% |
| 30D | -13.9% | -7.5% | -6.4% | -10.9% |
| 3M | -39.8% | -5.5% | -34.3% | -38.8% |
| 6M | -6.0% | +11.7% | -17.7% | -12.7% |
| YTD | -5.4% | +1.3% | -6.7% | -8.0% |
| 1Y | -1.8% | -6.1% | +4.3% | -1.1% |
| 3Y | +53.7% | -9.8% | +63.4% | +56.8% |
| 5Y | +268.5% | -19.7% | +288.2% | +292.6% |
| All | +579.5% | +75.4% | +504.1% | +419.7% |
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