-20.3%
BROS vs INVH
+1.1%
-21.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -0.7% |
| 7D | +2.5% | +3.1% | -0.6% | +1.0% |
| 30D | +15.1% | +5.8% | +9.3% | +11.9% |
| 3M | -31.4% | -8.5% | -22.9% | -28.5% |
| 6M | -22.6% | -1.3% | -21.3% | -22.2% |
| YTD | -28.1% | +2.6% | -30.7% | -29.7% |
| 1Y | -20.3% | +0.7% | -21.0% | -19.5% |
| All | -20.3% | +1.1% | -21.3% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling