-1.8%
RMBS vs INVH
-4.3%
+2.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.8% | -3.0% | +4.8% | +0.7% |
| 30D | -13.9% | -7.5% | -6.4% | -16.1% |
| 3M | -39.8% | -5.5% | -34.3% | -40.9% |
| 6M | -6.0% | +11.7% | -17.7% | -9.0% |
| YTD | -5.4% | +1.3% | -6.7% | -6.5% |
| 1Y | -1.8% | -6.1% | +4.3% | -4.6% |
| All | -1.8% | -4.3% | +2.5% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling