+137.7%
RY vs INVH
-20.4%
+158.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.5% | -2.3% | +1.8% | +0.2% |
| 30D | -1.9% | -5.7% | +3.8% | -0.2% |
| 3M | +5.1% | -4.5% | +9.6% | +6.3% |
| 6M | +28.2% | +11.0% | +17.2% | +23.6% |
| YTD | +22.9% | +3.7% | +19.2% | +20.8% |
| 1Y | +45.5% | -2.8% | +48.3% | +45.9% |
| 3Y | +156.7% | -7.1% | +163.8% | +158.0% |
| 5Y | +137.7% | -19.4% | +157.1% | +145.4% |
| All | +137.7% | -20.4% | +158.1% | +145.4% |
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 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