+17.4%
FXI vs INVH
+75.4%
-58.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -3.9% | -3.0% | -0.9% | -3.1% |
| 30D | -2.1% | -7.5% | +5.4% | -0.1% |
| 3M | -0.5% | -5.5% | +5.1% | +0.9% |
| 6M | -4.5% | +11.7% | -16.2% | -7.7% |
| YTD | -9.2% | +1.3% | -10.6% | -10.1% |
| 1Y | -13.8% | -6.1% | -7.7% | -12.9% |
| 3Y | +36.6% | -9.8% | +46.3% | +38.1% |
| 5Y | -6.7% | -19.7% | +13.0% | -3.9% |
| All | +17.4% | +75.4% | -58.0% | +1.4% |
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