+295.8%
RY vs INVH
+72.9%
+223.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | +5.0% | +1.2% | +3.9% | +4.6% |
| 3M | -5.3% | -10.4% | +5.1% | -1.6% |
| 6M | +13.8% | -3.6% | +17.5% | +14.9% |
| YTD | +21.0% | -0.1% | +21.0% | +20.0% |
| 1Y | +40.5% | -0.7% | +41.2% | +39.5% |
| 3Y | +159.7% | -4.6% | +164.2% | +158.1% |
| 5Y | +124.3% | -21.7% | +146.0% | +137.1% |
| All | +295.8% | +72.9% | +223.0% | +208.4% |
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