+458.5%
BLDR vs INVH
+75.4%
+383.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | -8.2% | -3.0% | -5.2% | -6.1% |
| 30D | -16.6% | -7.5% | -9.1% | -11.5% |
| 3M | -23.2% | -5.5% | -17.6% | -19.5% |
| 6M | -33.7% | +11.7% | -45.4% | -38.9% |
| YTD | -41.3% | +1.3% | -42.7% | -41.9% |
| 1Y | -58.8% | -6.1% | -52.7% | -57.0% |
| 3Y | -57.5% | -9.8% | -47.7% | -55.2% |
| 5Y | +12.9% | -19.7% | +32.6% | +28.0% |
| All | +458.5% | +75.4% | +383.1% | +349.9% |
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 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