+267.9%
BLK vs INVH
+75.4%
+192.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.3% | -3.0% | -0.3% | -1.8% |
| 30D | -6.5% | -7.5% | +1.0% | -2.7% |
| 3M | +6.7% | -5.5% | +12.3% | +9.5% |
| 6M | +14.7% | +11.7% | +3.0% | +7.6% |
| YTD | +2.5% | +1.3% | +1.2% | +0.9% |
| 1Y | -2.8% | -6.1% | +3.3% | -0.6% |
| 3Y | +65.9% | -9.8% | +75.6% | +70.4% |
| 5Y | +33.0% | -19.7% | +52.7% | +43.4% |
| All | +267.9% | +75.4% | +192.5% | +184.1% |
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