-46.2%
BBWI vs INVH
+75.4%
-121.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.5% |
| 7D | -4.8% | -3.0% | -1.8% | -2.7% |
| 30D | +3.5% | -7.5% | +11.0% | +9.3% |
| 3M | -0.3% | -5.5% | +5.2% | +3.8% |
| 6M | -5.4% | +11.7% | -17.1% | -12.7% |
| YTD | -4.7% | +1.3% | -6.1% | -6.3% |
| 1Y | -30.5% | -6.1% | -24.4% | -28.4% |
| 3Y | -44.3% | -9.8% | -34.6% | -42.0% |
| 5Y | -66.9% | -19.7% | -47.2% | -63.0% |
| All | -46.2% | +75.4% | -121.5% | -66.3% |
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 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