+241.1%
BAC vs INVH
+75.4%
+165.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | 0.0% | -3.0% | +3.0% | +1.5% |
| 30D | -2.8% | -7.5% | +4.7% | +1.0% |
| 3M | +14.2% | -5.5% | +19.8% | +17.2% |
| 6M | +30.5% | +11.7% | +18.8% | +22.6% |
| YTD | +15.8% | +1.3% | +14.5% | +13.9% |
| 1Y | +26.2% | -6.1% | +32.2% | +28.7% |
| 3Y | +136.5% | -9.8% | +146.3% | +143.2% |
| 5Y | +75.9% | -19.7% | +95.6% | +88.4% |
| All | +241.1% | +75.4% | +165.7% | +155.3% |
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