+17.6%
FXI vs INVH
+79.4%
-61.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -2.8% | -2.3% | -0.5% | -2.2% |
| 30D | -5.3% | -5.7% | +0.4% | -3.8% |
| 3M | +0.3% | -4.5% | +4.8% | +1.4% |
| 6M | -4.6% | +11.0% | -15.5% | -7.6% |
| YTD | -9.1% | +3.7% | -12.8% | -10.5% |
| 1Y | -12.0% | -2.8% | -9.1% | -11.9% |
| 3Y | +38.6% | -7.1% | +45.8% | +39.1% |
| 5Y | -6.6% | -19.4% | +12.9% | -3.9% |
| All | +17.6% | +79.4% | -61.9% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling