+81.8%
XLI vs INVH
-20.2%
+102.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -1.7% | -3.0% | +1.3% | -0.6% |
| 30D | -7.3% | -7.5% | +0.3% | -4.7% |
| 3M | -1.3% | -5.5% | +4.2% | +0.4% |
| 6M | +2.2% | +11.7% | -9.5% | -2.4% |
| YTD | +11.7% | +1.3% | +10.4% | +10.4% |
| 1Y | +14.3% | -6.1% | +20.3% | +16.1% |
| 3Y | +70.3% | -9.8% | +80.1% | +73.4% |
| All | +81.8% | -20.2% | +102.0% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling