+76.4%
INVH vs XPO
+1,067.7%
-991.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -7.5% | -10.4% | +2.9% | -5.8% |
| 3M | -6.3% | -15.7% | +9.4% | -3.7% |
| 6M | +9.4% | -6.3% | +15.8% | +10.0% |
| YTD | +1.4% | +34.2% | -32.8% | -5.2% |
| 1Y | -4.1% | +39.9% | -44.0% | -11.5% |
| 3Y | -9.2% | +155.2% | -164.4% | -28.7% |
| 5Y | -19.6% | +264.7% | -284.3% | -44.0% |
| All | +76.4% | +1,067.7% | -991.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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