-39.9%
BAX vs INVH
+79.7%
-119.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | -2.4% | -3.1% | +0.7% | -1.3% |
| 30D | -9.7% | -7.1% | -2.6% | -7.2% |
| 3M | +29.3% | -3.0% | +32.2% | +30.9% |
| 6M | +40.7% | +10.1% | +30.6% | +36.0% |
| YTD | +30.3% | +3.8% | +26.4% | +28.5% |
| 1Y | +3.4% | -2.1% | +5.5% | +4.0% |
| 3Y | -32.0% | -7.0% | -25.0% | -30.7% |
| 5Y | -66.9% | -20.6% | -46.3% | -64.8% |
| All | -39.9% | +79.7% | -119.6% | -50.3% |
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 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