+81.2%
BMY vs INVH
+75.4%
+5.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -3.0% | -1.8% | -4.0% |
| 30D | -0.1% | -7.5% | +7.4% | +2.1% |
| 3M | +13.1% | -5.5% | +18.6% | +14.8% |
| 6M | +8.4% | +11.7% | -3.3% | +5.1% |
| YTD | +22.0% | +1.3% | +20.6% | +21.1% |
| 1Y | +40.3% | -6.1% | +46.4% | +42.2% |
| 3Y | +20.5% | -9.8% | +30.3% | +22.5% |
| 5Y | +23.7% | -19.7% | +43.4% | +28.1% |
| All | +81.2% | +75.4% | +5.8% | +53.1% |
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 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