+143.7%
XLC vs INVH
+54.3%
+89.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.5% | -3.0% | +3.5% | +1.7% |
| 30D | +2.1% | -7.5% | +9.6% | +5.3% |
| 3M | +0.7% | -5.5% | +6.2% | +2.9% |
| 6M | -3.2% | +11.7% | -14.9% | -7.7% |
| YTD | -3.8% | +1.3% | -5.1% | -5.0% |
| 1Y | -2.0% | -6.1% | +4.0% | -0.4% |
| 3Y | +71.4% | -9.8% | +81.1% | +74.2% |
| 5Y | +40.7% | -19.7% | +60.4% | +48.2% |
| All | +143.7% | +54.3% | +89.4% | +91.7% |
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