+9.6%
BB vs INVH
+75.4%
-65.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -0.4% | -3.0% | +2.6% | +1.1% |
| 30D | -12.5% | -7.5% | -5.0% | -9.2% |
| 3M | -17.4% | -5.5% | -11.9% | -15.5% |
| 6M | +119.1% | +11.7% | +107.4% | +105.3% |
| YTD | +102.4% | +1.3% | +101.0% | +98.5% |
| 1Y | +98.2% | -6.1% | +104.3% | +101.5% |
| 3Y | +46.9% | -9.8% | +56.7% | +50.7% |
| 5Y | -26.4% | -19.7% | -6.7% | -20.3% |
| All | +9.6% | +75.4% | -65.8% | -4.9% |
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