-48.6%
BBWI vs INVH
+79.4%
-128.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.2% |
| 7D | -4.4% | -2.3% | -2.1% | -2.9% |
| 30D | -7.4% | -5.7% | -1.7% | -3.5% |
| 3M | -2.2% | -4.5% | +2.2% | +1.0% |
| 6M | -16.3% | +11.0% | -27.3% | -22.4% |
| YTD | -9.1% | +3.7% | -12.8% | -12.1% |
| 1Y | -34.5% | -2.8% | -31.7% | -34.2% |
| 3Y | -47.0% | -7.1% | -39.8% | -45.8% |
| 5Y | -68.8% | -19.4% | -49.4% | -65.2% |
| All | -48.6% | +79.4% | -128.1% | -68.4% |
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