+166.3%
XME vs INVH
-20.2%
+186.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.2% | -3.0% | -1.2% | -3.0% |
| 30D | -2.7% | -7.5% | +4.8% | +0.4% |
| 3M | -3.9% | -5.5% | +1.6% | -2.1% |
| 6M | -1.0% | +11.7% | -12.7% | -7.0% |
| YTD | +9.8% | +1.3% | +8.5% | +7.6% |
| 1Y | +32.5% | -6.1% | +38.6% | +34.5% |
| 3Y | +124.3% | -9.8% | +134.1% | +128.0% |
| All | +166.3% | -20.2% | +186.5% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling