-20.2%
INVH vs EXEL
+180.6%
-200.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | -3.0% | -4.9% | +1.9% | -2.5% |
| 30D | -7.5% | +11.4% | -18.9% | -8.6% |
| 3M | -5.5% | +4.9% | -10.4% | -6.2% |
| 6M | +11.7% | +34.4% | -22.7% | +7.8% |
| YTD | +1.3% | +28.0% | -26.7% | -1.9% |
| 1Y | -6.1% | +43.6% | -49.7% | -10.6% |
| 3Y | -9.8% | +155.2% | -165.0% | -23.6% |
| All | -20.2% | +180.6% | -200.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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