+80.3%
INVH vs EXEL
+220.0%
-139.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.3% |
| 7D | -2.3% | -0.3% | -1.9% | -2.3% |
| 30D | -5.7% | +10.1% | -15.9% | -6.7% |
| 3M | -4.5% | +10.1% | -14.5% | -5.5% |
| 6M | +11.0% | +37.7% | -26.7% | +7.0% |
| YTD | +3.7% | +33.1% | -29.4% | +0.2% |
| 1Y | -2.8% | +52.4% | -55.2% | -7.7% |
| 3Y | -7.1% | +163.8% | -171.0% | -18.5% |
| 5Y | -19.4% | +198.5% | -218.0% | -31.1% |
| All | +80.3% | +220.0% | -139.6% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling