+192.4%
XLF vs INVH
+75.4%
+117.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.5% | -3.0% | +1.5% | -0.1% |
| 30D | -1.2% | -7.5% | +6.4% | +2.4% |
| 3M | +9.2% | -5.5% | +14.7% | +11.8% |
| 6M | +16.3% | +11.7% | +4.6% | +9.8% |
| YTD | +5.4% | +1.3% | +4.1% | +3.9% |
| 1Y | +7.6% | -6.1% | +13.7% | +9.7% |
| 3Y | +74.2% | -9.8% | +84.0% | +78.3% |
| 5Y | +66.1% | -19.7% | +85.8% | +76.9% |
| All | +192.4% | +75.4% | +117.1% | +125.6% |
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