+22.6%
BROS vs INVH
-18.5%
+41.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -6.6% | -2.3% | -4.3% | -5.1% |
| 30D | -12.3% | -5.7% | -6.6% | -8.8% |
| 3M | -22.2% | -4.5% | -17.7% | -19.9% |
| 6M | -14.3% | +11.0% | -25.2% | -20.6% |
| YTD | -26.6% | +3.7% | -30.2% | -29.0% |
| 1Y | -31.5% | -2.8% | -28.7% | -30.7% |
| 3Y | +62.3% | -7.1% | +69.4% | +63.0% |
| All | +22.6% | -18.5% | +41.1% | +33.6% |
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