+75.6%
BAC vs INVH
-21.2%
+96.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.7% |
| 7D | -0.3% | -3.1% | +2.9% | +1.0% |
| 30D | -1.8% | -7.5% | +5.7% | +1.3% |
| 3M | +15.3% | -6.3% | +21.6% | +18.1% |
| 6M | +30.2% | +9.4% | +20.7% | +24.7% |
| YTD | +15.6% | +1.4% | +14.2% | +14.1% |
| 1Y | +27.5% | -4.1% | +31.6% | +28.7% |
| 3Y | +137.0% | -9.2% | +146.2% | +142.7% |
| 5Y | +75.6% | -19.6% | +95.2% | +87.0% |
| All | +75.6% | -21.2% | +96.8% | +87.0% |
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 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