+584.8%
RMBS vs INVH
+79.4%
+505.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.5% | -2.3% | +5.7% | +4.5% |
| 30D | -8.6% | -5.7% | -2.9% | -6.3% |
| 3M | -40.3% | -4.5% | -35.8% | -39.6% |
| 6M | -1.0% | +11.0% | -11.9% | -7.7% |
| YTD | -4.6% | +3.7% | -8.3% | -8.2% |
| 1Y | +17.6% | -2.8% | +20.4% | +16.6% |
| 3Y | +58.6% | -7.1% | +65.8% | +59.8% |
| 5Y | +270.9% | -19.4% | +290.4% | +294.7% |
| All | +584.8% | +79.4% | +505.3% | +418.3% |
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