+241.7%
BRO vs INVH
+75.4%
+166.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.3% | -3.0% | -4.3% | -6.1% |
| 30D | -6.9% | -7.5% | +0.7% | -3.5% |
| 3M | +10.7% | -5.5% | +16.2% | +13.7% |
| 6M | -2.7% | +11.7% | -14.4% | -7.4% |
| YTD | -16.3% | +1.3% | -17.7% | -17.1% |
| 1Y | -29.1% | -6.1% | -23.0% | -27.4% |
| 3Y | -7.8% | -9.8% | +1.9% | -5.5% |
| 5Y | +18.7% | -19.7% | +38.4% | +26.8% |
| All | +241.7% | +75.4% | +166.3% | +176.0% |
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