+119.3%
BP vs INVH
+79.4%
+39.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +4.0% | -2.3% | +6.3% | +4.8% |
| 30D | +7.8% | -5.7% | +13.6% | +10.1% |
| 3M | +8.4% | -4.5% | +12.8% | +9.9% |
| 6M | +15.1% | +11.0% | +4.1% | +9.9% |
| YTD | +36.4% | +3.7% | +32.7% | +33.2% |
| 1Y | +40.9% | -2.8% | +43.7% | +40.7% |
| 3Y | +38.8% | -7.1% | +46.0% | +39.0% |
| 5Y | +141.1% | -19.4% | +160.5% | +151.5% |
| All | +119.3% | +79.4% | +39.9% | +68.4% |
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