+165.7%
XLE vs INVH
+79.7%
+86.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | 0.0% | -3.1% | +3.1% | +1.3% |
| 30D | +12.6% | -7.1% | +19.7% | +16.0% |
| 3M | +11.8% | -3.0% | +14.8% | +12.9% |
| 6M | +16.1% | +10.1% | +6.0% | +10.6% |
| YTD | +46.9% | +3.8% | +43.0% | +43.0% |
| 1Y | +53.3% | -2.1% | +55.4% | +52.7% |
| 3Y | +54.9% | -7.0% | +61.9% | +55.2% |
| 5Y | +225.7% | -20.6% | +246.3% | +244.0% |
| All | +165.7% | +79.7% | +86.0% | +93.3% |
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