+136.4%
XLU vs INVH
+75.4%
+61.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -3.0% | +1.4% | -0.2% |
| 30D | -3.3% | -7.5% | +4.2% | +0.2% |
| 3M | -3.2% | -5.5% | +2.4% | -0.8% |
| 6M | -7.0% | +11.7% | -18.7% | -11.9% |
| YTD | +0.6% | +1.3% | -0.7% | -0.7% |
| 1Y | +2.4% | -6.1% | +8.5% | +4.6% |
| 3Y | +46.3% | -9.8% | +56.0% | +49.6% |
| 5Y | +44.0% | -19.7% | +63.7% | +52.9% |
| All | +136.4% | +75.4% | +61.0% | +71.1% |
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 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