+300.5%
RY vs INVH
+75.5%
+225.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | -2.9% | -3.1% | +0.3% | -1.7% |
| 30D | -2.0% | -7.5% | +5.5% | +0.7% |
| 3M | +4.9% | -6.3% | +11.2% | +7.1% |
| 6M | +26.1% | +9.4% | +16.7% | +21.4% |
| YTD | +22.4% | +1.4% | +21.0% | +20.8% |
| 1Y | +44.7% | -4.1% | +48.8% | +45.6% |
| 3Y | +155.7% | -9.2% | +164.9% | +159.1% |
| 5Y | +137.7% | -19.6% | +157.3% | +148.6% |
| All | +300.5% | +75.5% | +225.0% | +210.5% |
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