+18.0%
BND vs INVH
+75.5%
-57.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | -0.9% | -3.1% | +2.2% | -0.8% |
| 30D | -1.0% | -7.5% | +6.5% | -0.7% |
| 3M | -1.2% | -6.3% | +5.1% | -1.0% |
| 6M | -2.0% | +9.4% | -11.4% | -2.4% |
| YTD | -1.2% | +1.4% | -2.6% | -1.3% |
| 1Y | -0.5% | -4.1% | +3.6% | -0.4% |
| 3Y | +12.4% | -9.2% | +21.6% | +12.5% |
| 5Y | -2.5% | -19.6% | +17.1% | -2.4% |
| All | +18.0% | +75.5% | -57.5% | +16.0% |
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