+204.2%
XOM vs INVH
+75.5%
+128.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.3% |
| 7D | +1.9% | -3.1% | +5.0% | +2.9% |
| 30D | +4.1% | -7.5% | +11.6% | +6.7% |
| 3M | +10.4% | -6.3% | +16.7% | +12.6% |
| 6M | +13.0% | +9.4% | +3.6% | +9.0% |
| YTD | +40.1% | +1.4% | +38.6% | +38.3% |
| 1Y | +51.1% | -4.1% | +55.2% | +51.8% |
| 3Y | +57.7% | -9.2% | +66.9% | +59.1% |
| 5Y | +264.7% | -19.6% | +284.4% | +277.6% |
| All | +204.2% | +75.5% | +128.7% | +136.8% |
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 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