-28.0%
QXO vs INVH
+75.4%
-103.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -7.8% | -3.0% | -4.8% | -7.1% |
| 30D | -18.1% | -7.5% | -10.6% | -16.5% |
| 3M | -25.8% | -5.5% | -20.2% | -24.7% |
| 6M | -41.7% | +11.7% | -53.4% | -43.2% |
| YTD | -36.2% | +1.3% | -37.5% | -36.4% |
| 1Y | -42.1% | -6.1% | -36.0% | -41.3% |
| 3Y | -46.2% | -9.8% | -36.4% | -46.0% |
| 5Y | -70.7% | -19.7% | -51.0% | -70.0% |
| All | -28.0% | +75.4% | -103.3% | -41.5% |
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