+34.0%
XLB vs INVH
-20.2%
+54.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.8% | -3.0% | +0.2% | -1.6% |
| 30D | -3.1% | -7.5% | +4.4% | 0.0% |
| 3M | -0.2% | -5.5% | +5.4% | +2.0% |
| 6M | +3.1% | +11.7% | -8.6% | -2.1% |
| YTD | +13.3% | +1.3% | +11.9% | +11.8% |
| 1Y | +12.0% | -6.1% | +18.1% | +14.3% |
| 3Y | +31.4% | -9.8% | +41.2% | +34.4% |
| All | +34.0% | -20.2% | +54.1% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling