-42.5%
BAX vs INVH
+75.4%
-117.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -7.9% | -3.0% | -4.9% | -6.8% |
| 30D | -11.7% | -7.5% | -4.1% | -9.0% |
| 3M | +16.2% | -5.5% | +21.7% | +18.9% |
| 6M | +32.0% | +11.7% | +20.3% | +27.0% |
| YTD | +24.7% | +1.3% | +23.4% | +24.2% |
| 1Y | -2.6% | -6.1% | +3.4% | -0.6% |
| 3Y | -35.0% | -9.8% | -25.2% | -32.9% |
| 5Y | -67.6% | -19.7% | -47.9% | -65.7% |
| All | -42.5% | +75.4% | -117.8% | -51.9% |
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 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