+201.8%
BR vs INVH
+75.4%
+126.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.0% | -3.0% | 0.0% | -1.8% |
| 30D | -0.3% | -7.5% | +7.2% | +2.9% |
| 3M | +17.3% | -5.5% | +22.8% | +20.0% |
| 6M | -6.7% | +11.7% | -18.4% | -11.1% |
| YTD | -23.4% | +1.3% | -24.8% | -24.3% |
| 1Y | -32.7% | -6.1% | -26.6% | -31.4% |
| 3Y | -5.9% | -9.8% | +3.9% | -3.9% |
| 5Y | +8.4% | -19.7% | +28.1% | +14.8% |
| All | +201.8% | +75.4% | +126.5% | +138.3% |
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