+51.0%
BDX vs INVH
+75.4%
-24.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.2% | -3.0% | -0.2% | -2.2% |
| 30D | -2.5% | -7.5% | +5.0% | -0.1% |
| 3M | +21.4% | -5.5% | +26.9% | +23.7% |
| 6M | +10.4% | +11.7% | -1.3% | +6.6% |
| YTD | +18.8% | +1.3% | +17.5% | +18.1% |
| 1Y | +21.7% | -6.1% | +27.8% | +23.8% |
| 3Y | -10.0% | -9.8% | -0.2% | -8.3% |
| 5Y | -1.8% | -19.7% | +17.9% | +2.2% |
| All | +51.0% | +75.4% | -24.3% | +20.0% |
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