+139.9%
XLC vs INVH
+57.8%
+82.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | -2.3% | +0.9% | -0.5% |
| 30D | -0.9% | -5.7% | +4.8% | +1.4% |
| 3M | -0.3% | -4.5% | +4.1% | +1.4% |
| 6M | -5.2% | +11.0% | -16.1% | -9.3% |
| YTD | -5.3% | +3.7% | -9.0% | -7.3% |
| 1Y | -2.8% | -2.8% | 0.0% | -2.5% |
| 3Y | +71.2% | -7.1% | +78.4% | +72.1% |
| 5Y | +37.6% | -19.4% | +57.0% | +44.9% |
| All | +139.9% | +57.8% | +82.0% | +87.0% |
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