+91.1%
EXE vs INVH
-20.2%
+111.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.1% | -3.0% | -0.2% | -2.4% |
| 30D | -0.9% | -7.5% | +6.6% | +1.2% |
| 3M | +9.6% | -5.5% | +15.1% | +11.0% |
| 6M | -11.6% | +11.7% | -23.3% | -14.9% |
| YTD | -12.6% | +1.3% | -13.9% | -13.5% |
| 1Y | +1.2% | -6.1% | +7.3% | +2.6% |
| 3Y | +18.0% | -9.8% | +27.8% | +19.7% |
| All | +91.1% | -20.2% | +111.3% | +97.2% |
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