+163.7%
RTX vs INVH
-20.1%
+183.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | -2.0% | -3.1% | +1.1% | -1.2% |
| 30D | -11.2% | -7.5% | -3.7% | -9.4% |
| 3M | +12.0% | -6.3% | +18.3% | +13.8% |
| 6M | -3.6% | +9.4% | -13.0% | -6.0% |
| YTD | +9.2% | +1.4% | +7.8% | +8.5% |
| 1Y | +29.7% | -4.1% | +33.8% | +30.6% |
| 3Y | +152.0% | -9.2% | +161.1% | +153.5% |
| All | +163.7% | -20.1% | +183.8% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling