+193.2%
XLY vs INVH
+75.4%
+117.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -3.0% | +1.3% | -0.4% |
| 30D | -4.2% | -7.5% | +3.3% | -0.8% |
| 3M | -2.7% | -5.5% | +2.9% | -0.4% |
| 6M | -0.6% | +11.7% | -12.3% | -5.9% |
| YTD | -5.0% | +1.3% | -6.4% | -6.4% |
| 1Y | -4.1% | -6.1% | +2.0% | -2.3% |
| 3Y | +33.6% | -9.8% | +43.4% | +36.6% |
| 5Y | +28.7% | -19.7% | +48.4% | +37.3% |
| All | +193.2% | +75.4% | +117.8% | +135.1% |
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