+140.1%
XLB vs INVH
+79.7%
+60.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -0.2% | -3.1% | +2.9% | +1.2% |
| 30D | -1.7% | -7.1% | +5.3% | +1.4% |
| 3M | +4.4% | -3.0% | +7.3% | +5.5% |
| 6M | +5.0% | +10.1% | -5.1% | +0.1% |
| YTD | +15.5% | +3.8% | +11.6% | +12.7% |
| 1Y | +14.9% | -2.1% | +17.0% | +15.0% |
| 3Y | +34.5% | -7.0% | +41.5% | +35.9% |
| 5Y | +36.5% | -20.6% | +57.1% | +46.1% |
| All | +140.1% | +79.7% | +60.4% | +86.0% |
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