+53.7%
RUN vs INVH
+75.4%
-21.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.7% | -3.0% | -0.7% | -1.5% |
| 30D | -13.0% | -7.5% | -5.5% | -7.7% |
| 3M | -31.8% | -5.5% | -26.3% | -29.1% |
| 6M | -32.2% | +11.7% | -43.9% | -38.6% |
| YTD | -53.5% | +1.3% | -54.8% | -54.6% |
| 1Y | -46.5% | -6.1% | -40.5% | -45.0% |
| 3Y | -37.6% | -9.8% | -27.8% | -35.3% |
| 5Y | -80.9% | -19.7% | -61.2% | -77.9% |
| All | +53.7% | +75.4% | -21.7% | +14.9% |
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 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