+239.5%
BAC vs INVH
+79.7%
+159.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +1.2% | -3.1% | +4.3% | +2.8% |
| 30D | -0.7% | -7.1% | +6.3% | +2.9% |
| 3M | +16.9% | -3.0% | +19.9% | +18.4% |
| 6M | +29.6% | +10.1% | +19.5% | +22.6% |
| YTD | +15.3% | +3.8% | +11.4% | +12.0% |
| 1Y | +28.8% | -2.1% | +30.9% | +28.7% |
| 3Y | +136.4% | -7.0% | +143.4% | +139.4% |
| 5Y | +72.9% | -20.6% | +93.5% | +86.8% |
| All | +239.5% | +79.7% | +159.8% | +151.0% |
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 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