+39.8%
BKNG vs INVH
-9.6%
+49.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | -10.7% | -3.1% | -7.5% | -9.8% |
| 30D | -18.1% | -7.5% | -10.6% | -16.1% |
| 3M | +8.5% | -6.3% | +14.8% | +10.7% |
| 6M | -0.1% | +9.4% | -9.5% | -2.4% |
| YTD | -18.2% | +1.4% | -19.6% | -18.6% |
| 1Y | -19.9% | -4.1% | -15.8% | -18.9% |
| All | +39.8% | -9.6% | +49.5% | +42.8% |
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 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