+131.0%
XRT vs INVH
+79.7%
+51.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -0.3% | -3.1% | +2.9% | +1.2% |
| 30D | -5.6% | -7.1% | +1.4% | -2.4% |
| 3M | +2.5% | -3.0% | +5.5% | +3.9% |
| 6M | +3.7% | +10.1% | -6.4% | -1.2% |
| YTD | +1.0% | +3.8% | -2.9% | -1.5% |
| 1Y | -1.2% | -2.1% | +0.9% | -1.1% |
| 3Y | +43.4% | -7.0% | +50.4% | +44.9% |
| 5Y | -0.7% | -20.6% | +19.8% | +6.9% |
| All | +131.0% | +79.7% | +51.3% | +70.2% |
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