-13.6%
BKNG vs INVH
+1.1%
-14.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.6% | +6.2% | +8.3% |
| 7D | +15.6% | +3.1% | +12.5% | +14.1% |
| 30D | +8.0% | +5.8% | +2.2% | +5.7% |
| 3M | -11.8% | -8.5% | -3.3% | -9.6% |
| 6M | +3.8% | -1.3% | +5.1% | +4.7% |
| YTD | -19.6% | +2.6% | -22.2% | -20.1% |
| 1Y | -13.6% | +0.7% | -14.3% | -11.8% |
| All | -13.6% | +1.1% | -14.7% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling