-48.9%
XE vs INVH
+1.8%
-50.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.7% | -5.8% |
| 7D | -15.7% | -3.0% | -12.7% | -17.6% |
| 30D | -26.6% | -7.5% | -19.1% | -31.1% |
| 3M | -20.3% | -5.5% | -14.8% | -23.3% |
| All | -48.9% | +1.8% | -50.7% | -52.0% |
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 · Available span rolling