-47.7%
BBWI vs INVH
-9.6%
-38.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.3% |
| 7D | -8.0% | -3.1% | -4.9% | -6.4% |
| 30D | -6.6% | -7.5% | +0.9% | -2.6% |
| 3M | -2.7% | -6.3% | +3.6% | +0.9% |
| 6M | -12.8% | +9.4% | -22.2% | -16.9% |
| YTD | -10.5% | +1.4% | -11.9% | -11.4% |
| 1Y | -35.3% | -4.1% | -31.2% | -34.1% |
| All | -47.7% | -9.6% | -38.1% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling