+63.0%
VZ vs INVH
+72.9%
-9.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +1.5% | -0.9% | +2.4% | +1.7% |
| 30D | +4.4% | +1.2% | +3.2% | +4.1% |
| 3M | -2.4% | -10.4% | +8.0% | +0.2% |
| 6M | +1.4% | -3.6% | +5.0% | +2.3% |
| YTD | +21.4% | -0.1% | +21.5% | +21.1% |
| 1Y | +20.3% | -0.7% | +20.9% | +20.1% |
| 3Y | +57.4% | -4.6% | +62.0% | +57.3% |
| 5Y | +21.9% | -21.7% | +43.6% | +26.3% |
| All | +63.0% | +72.9% | -9.9% | +36.4% |
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