+129.9%
XLP vs INVH
+72.9%
+57.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.2% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | +7.3% | +1.2% | +6.1% | +6.9% |
| 3M | +8.1% | -10.4% | +18.5% | +11.9% |
| 6M | +10.5% | -3.6% | +14.1% | +11.7% |
| YTD | +21.2% | -0.1% | +21.3% | +20.8% |
| 1Y | +22.7% | -0.7% | +23.4% | +22.5% |
| 3Y | +44.8% | -4.6% | +49.4% | +44.7% |
| 5Y | +44.7% | -21.7% | +66.4% | +52.0% |
| All | +129.9% | +72.9% | +57.0% | +84.7% |
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