+280.1%
ROIV vs INVH
+9.8%
+270.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.4% |
| 7D | +1.7% | -0.9% | +2.6% | +2.0% |
| 30D | +17.6% | +1.2% | +16.4% | +17.0% |
| 3M | +9.0% | -10.4% | +19.3% | +12.8% |
| 6M | +35.3% | -3.6% | +38.9% | +36.2% |
| YTD | +82.2% | -0.1% | +82.3% | +80.4% |
| 1Y | +92.3% | -0.7% | +92.9% | +90.5% |
| 3Y | +336.8% | -4.6% | +341.4% | +336.7% |
| 5Y | +370.6% | -21.7% | +392.3% | +389.5% |
| All | +280.1% | +9.8% | +270.3% | +286.6% |
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 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