+489.0%
XYZ vs INVH
+72.9%
+416.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.1% | +2.2% |
| 7D | -1.1% | -0.9% | -0.1% | -0.3% |
| 30D | +11.5% | +1.2% | +10.3% | +10.7% |
| 3M | +1.8% | -10.4% | +12.2% | +11.1% |
| 6M | +21.2% | -3.6% | +24.8% | +24.1% |
| YTD | +29.9% | -0.1% | +30.0% | +27.9% |
| 1Y | +35.8% | -0.7% | +36.4% | +33.9% |
| 3Y | +62.6% | -4.6% | +67.2% | +60.2% |
| 5Y | -62.8% | -21.7% | -41.1% | -55.7% |
| All | +489.0% | +72.9% | +416.1% | +335.2% |
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