+467.9%
BLDR vs INVH
+79.4%
+388.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -2.7% | -2.3% | -0.4% | -1.0% |
| 30D | -14.7% | -5.7% | -9.0% | -10.8% |
| 3M | -20.8% | -4.5% | -16.4% | -17.8% |
| 6M | -35.3% | +11.0% | -46.3% | -40.1% |
| YTD | -40.3% | +3.7% | -44.0% | -42.0% |
| 1Y | -56.3% | -2.8% | -53.4% | -55.5% |
| 3Y | -56.1% | -7.1% | -49.0% | -54.8% |
| 5Y | +12.9% | -19.4% | +32.3% | +27.9% |
| All | +467.9% | +79.4% | +388.5% | +349.5% |
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