+105.4%
XLP vs INVH
+79.4%
+25.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | -2.3% | -0.6% | -2.2% |
| 30D | -2.2% | -5.7% | +3.5% | -0.4% |
| 3M | -0.6% | -4.5% | +3.9% | +0.9% |
| 6M | -2.2% | +11.0% | -13.1% | -5.5% |
| YTD | +8.3% | +3.7% | +4.6% | +6.7% |
| 1Y | +5.7% | -2.8% | +8.6% | +6.2% |
| 3Y | +25.7% | -7.1% | +32.8% | +26.6% |
| 5Y | +31.3% | -19.4% | +50.7% | +36.6% |
| All | +105.4% | +79.4% | +25.9% | +63.1% |
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