+205.6%
XOM vs INVH
+75.4%
+130.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +4.1% | -3.0% | +7.1% | +5.1% |
| 30D | +4.6% | -7.5% | +12.1% | +7.2% |
| 3M | +14.0% | -5.5% | +19.5% | +15.9% |
| 6M | +11.0% | +11.7% | -0.7% | +6.3% |
| YTD | +40.7% | +1.3% | +39.4% | +39.0% |
| 1Y | +52.3% | -6.1% | +58.4% | +54.2% |
| 3Y | +60.5% | -9.8% | +70.2% | +62.2% |
| 5Y | +266.4% | -19.7% | +286.1% | +279.4% |
| All | +205.6% | +75.4% | +130.2% | +137.9% |
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