+293.7%
ROIV vs INVH
+11.4%
+282.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.3% |
| 7D | +19.0% | -3.1% | +22.1% | +20.2% |
| 30D | +16.1% | -7.5% | +23.6% | +19.1% |
| 3M | +44.1% | -6.3% | +50.4% | +46.7% |
| 6M | +37.8% | +9.4% | +28.4% | +32.7% |
| YTD | +88.7% | +1.4% | +87.3% | +86.1% |
| 1Y | +197.3% | -4.1% | +201.4% | +199.1% |
| 3Y | +224.9% | -9.2% | +234.1% | +230.4% |
| 5Y | +311.0% | -19.6% | +330.7% | +325.0% |
| All | +293.7% | +11.4% | +282.2% | +298.9% |
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 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