+19.7%
BROS vs INVH
-20.4%
+40.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -5.8% | -3.0% | -2.8% | -3.8% |
| 30D | -14.0% | -7.5% | -6.4% | -9.3% |
| 3M | -32.5% | -5.5% | -27.0% | -29.9% |
| 6M | -14.9% | +11.7% | -26.6% | -21.6% |
| YTD | -28.3% | +1.3% | -29.6% | -29.6% |
| 1Y | -34.0% | -6.1% | -27.9% | -31.7% |
| 3Y | +63.0% | -9.8% | +72.7% | +67.1% |
| All | +19.7% | -20.4% | +40.1% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling