+262.4%
RTX vs INVH
+75.4%
+187.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.5% | -3.0% | +1.4% | -0.2% |
| 30D | -11.0% | -7.5% | -3.4% | -7.8% |
| 3M | +7.7% | -5.5% | +13.2% | +10.2% |
| 6M | -3.9% | +11.7% | -15.6% | -9.1% |
| YTD | +9.0% | +1.3% | +7.6% | +7.5% |
| 1Y | +27.3% | -6.1% | +33.3% | +29.8% |
| 3Y | +172.9% | -9.8% | +182.7% | +176.1% |
| 5Y | +165.2% | -19.7% | +184.9% | +178.5% |
| All | +262.4% | +75.4% | +187.1% | +147.8% |
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