+73.0%
VZ vs INVH
+75.5%
-2.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.0% |
| 7D | -1.2% | -3.1% | +1.9% | -0.5% |
| 30D | +5.7% | -7.5% | +13.2% | +7.7% |
| 3M | +8.2% | -6.3% | +14.5% | +10.0% |
| 6M | +1.7% | +9.4% | -7.7% | -0.5% |
| YTD | +28.9% | +1.4% | +27.4% | +28.1% |
| 1Y | +22.7% | -4.1% | +26.8% | +23.5% |
| 3Y | +82.7% | -9.2% | +91.9% | +84.7% |
| 5Y | +26.4% | -19.6% | +46.0% | +30.2% |
| All | +73.0% | +75.5% | -2.5% | +44.4% |
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