+109.1%
XLP vs INVH
+80.8%
+28.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.0% | -2.9% | +1.9% | -0.1% |
| 30D | -0.9% | -6.9% | +6.0% | +1.4% |
| 3M | +3.8% | -2.7% | +6.5% | +4.7% |
| 6M | -1.7% | +8.2% | -9.9% | -4.3% |
| YTD | +10.3% | +4.5% | +5.8% | +8.4% |
| 1Y | +7.8% | -2.3% | +10.1% | +8.1% |
| 3Y | +27.2% | -7.3% | +34.5% | +28.2% |
| 5Y | +32.5% | -20.5% | +53.0% | +38.6% |
| All | +109.1% | +80.8% | +28.4% | +65.7% |
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