-10.6%
BITO vs INVH
-19.5%
+8.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | -3.0% | -0.5% | -2.1% |
| 30D | +21.4% | -7.5% | +28.9% | +25.7% |
| 3M | +20.5% | -5.5% | +26.0% | +23.1% |
| 6M | +7.4% | +11.7% | -4.3% | +0.5% |
| YTD | -13.9% | +1.3% | -15.2% | -15.6% |
| 1Y | -35.1% | -6.1% | -29.0% | -34.0% |
| 3Y | +156.8% | -9.8% | +166.6% | +162.6% |
| All | -10.6% | -19.5% | +8.9% | -2.9% |
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