-68.1%
XYZ vs INVH
-21.2%
-46.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +1.4% |
| 7D | -5.2% | -3.1% | -2.0% | -2.6% |
| 30D | 0.0% | -7.5% | +7.5% | +6.5% |
| 3M | +18.7% | -6.3% | +25.0% | +24.6% |
| 6M | +20.5% | +9.4% | +11.1% | +10.0% |
| YTD | +21.5% | +1.4% | +20.1% | +17.6% |
| 1Y | +7.2% | -4.1% | +11.3% | +8.4% |
| 3Y | +49.0% | -9.2% | +58.2% | +51.7% |
| 5Y | -68.1% | -19.6% | -48.5% | -61.9% |
| All | -68.1% | -21.2% | -46.9% | -61.9% |
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 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