-26.7%
BB vs INVH
-20.2%
-6.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -0.4% | -3.0% | +2.6% | +1.4% |
| 30D | -12.5% | -7.5% | -5.0% | -8.7% |
| 3M | -17.4% | -5.5% | -11.9% | -15.2% |
| 6M | +119.1% | +11.7% | +107.4% | +102.2% |
| YTD | +102.4% | +1.3% | +101.0% | +97.3% |
| 1Y | +98.2% | -6.1% | +104.3% | +102.2% |
| 3Y | +46.9% | -9.8% | +56.7% | +50.0% |
| All | -26.7% | -20.2% | -6.6% | -19.5% |
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