+54.9%
RUN vs INVH
+75.5%
-20.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.2% |
| 7D | -3.4% | -3.1% | -0.2% | -1.0% |
| 30D | -14.0% | -7.5% | -6.5% | -8.8% |
| 3M | -27.5% | -6.3% | -21.2% | -24.2% |
| 6M | -29.0% | +9.4% | -38.4% | -34.7% |
| YTD | -53.1% | +1.4% | -54.5% | -54.3% |
| 1Y | -46.7% | -4.1% | -42.6% | -46.2% |
| 3Y | -38.3% | -9.2% | -29.1% | -36.3% |
| 5Y | -80.7% | -19.6% | -61.1% | -77.7% |
| All | +54.9% | +75.5% | -20.6% | +15.8% |
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 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