+172.6%
XLV vs INVH
+75.4%
+97.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -3.0% | -0.6% | -2.5% |
| 30D | -1.8% | -7.5% | +5.7% | +0.9% |
| 3M | +7.8% | -5.5% | +13.3% | +9.9% |
| 6M | +9.1% | +11.7% | -2.6% | +4.7% |
| YTD | +7.7% | +1.3% | +6.4% | +6.7% |
| 1Y | +20.4% | -6.1% | +26.5% | +22.4% |
| 3Y | +30.8% | -9.8% | +40.5% | +33.2% |
| 5Y | +34.6% | -19.7% | +54.3% | +41.2% |
| All | +172.6% | +75.4% | +97.2% | +119.7% |
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