+12.8%
BA vs INVH
+72.9%
-60.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | -1.1% | -0.9% | -0.2% | -0.5% |
| 30D | -7.1% | +1.2% | -8.3% | -7.8% |
| 3M | -25.5% | -10.4% | -15.2% | -20.5% |
| 6M | -28.7% | -3.6% | -25.1% | -27.5% |
| YTD | -21.0% | -0.1% | -20.9% | -22.0% |
| 1Y | -11.9% | -0.7% | -11.2% | -12.8% |
| 3Y | -16.2% | -4.6% | -11.6% | -18.4% |
| 5Y | -22.4% | -21.7% | -0.7% | -15.0% |
| All | +12.8% | +72.9% | -60.1% | -20.9% |
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 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