+148.2%
XEL vs INVH
+75.5%
+72.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.1% |
| 7D | -1.2% | -3.1% | +1.9% | +0.2% |
| 30D | -2.9% | -7.5% | +4.6% | +0.4% |
| 3M | -2.7% | -6.3% | +3.6% | 0.0% |
| 6M | -6.5% | +9.4% | -16.0% | -10.4% |
| YTD | +3.6% | +1.4% | +2.2% | +2.4% |
| 1Y | +7.5% | -4.1% | +11.6% | +8.7% |
| 3Y | +46.3% | -9.2% | +55.5% | +48.9% |
| 5Y | +30.5% | -19.6% | +50.2% | +37.8% |
| All | +148.2% | +75.5% | +72.7% | +80.0% |
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 · 6 months rolling