+148.5%
XEL vs INVH
+75.4%
+73.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -0.3% | -3.0% | +2.7% | +1.0% |
| 30D | -3.9% | -7.5% | +3.6% | -0.6% |
| 3M | -2.8% | -5.5% | +2.7% | -0.5% |
| 6M | -5.4% | +11.7% | -17.1% | -10.1% |
| YTD | +3.8% | +1.3% | +2.4% | +2.6% |
| 1Y | +6.8% | -6.1% | +12.9% | +9.0% |
| 3Y | +45.6% | -9.8% | +55.4% | +48.6% |
| 5Y | +30.7% | -19.7% | +50.4% | +38.0% |
| All | +148.5% | +75.4% | +73.1% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling