-67.0%
BAX vs INVH
-21.2%
-45.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.1% |
| 7D | -5.4% | -3.1% | -2.3% | -4.2% |
| 30D | -12.4% | -7.5% | -4.9% | -9.5% |
| 3M | +19.1% | -6.3% | +25.4% | +22.5% |
| 6M | +38.6% | +9.4% | +29.2% | +34.2% |
| YTD | +26.7% | +1.4% | +25.3% | +26.2% |
| 1Y | +1.0% | -4.1% | +5.1% | +2.6% |
| 3Y | -33.9% | -9.2% | -24.7% | -31.6% |
| 5Y | -67.0% | -19.6% | -47.4% | -64.3% |
| All | -67.0% | -21.2% | -45.8% | -64.3% |
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 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