+691.0%
URI vs INVH
+75.5%
+615.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -2.6% |
| 7D | -0.5% | -3.1% | +2.6% | +1.4% |
| 30D | -13.4% | -7.5% | -5.9% | -9.3% |
| 3M | -6.2% | -6.3% | +0.1% | -2.9% |
| 6M | +28.0% | +9.4% | +18.5% | +20.7% |
| YTD | +23.0% | +1.4% | +21.5% | +20.6% |
| 1Y | +5.5% | -4.1% | +9.6% | +6.8% |
| 3Y | +119.2% | -9.2% | +128.4% | +125.2% |
| 5Y | +201.0% | -19.6% | +220.7% | +229.6% |
| All | +691.0% | +75.5% | +615.5% | +455.0% |
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