+145.3%
XYL vs INVH
+75.4%
+69.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.2% | -3.0% | +4.2% | +2.6% |
| 30D | -11.9% | -7.5% | -4.4% | -8.7% |
| 3M | -1.5% | -5.5% | +4.0% | +1.1% |
| 6M | -11.9% | +11.7% | -23.6% | -16.8% |
| YTD | -20.6% | +1.3% | -21.9% | -21.7% |
| 1Y | -23.5% | -6.1% | -17.4% | -22.0% |
| 3Y | +14.9% | -9.8% | +24.6% | +17.6% |
| 5Y | -15.3% | -19.7% | +4.4% | -9.1% |
| All | +145.3% | +75.4% | +69.9% | +86.0% |
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