+20.4%
BTDR vs INVH
-20.2%
+40.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | -3.4% | -3.0% | -0.4% | -2.1% |
| 30D | +32.6% | -7.5% | +40.1% | +36.8% |
| 3M | -32.2% | -5.5% | -26.7% | -31.2% |
| 6M | +52.4% | +11.7% | +40.7% | +42.2% |
| YTD | +6.7% | +1.3% | +5.4% | +4.4% |
| 1Y | -15.2% | -6.1% | -9.2% | -14.3% |
| 3Y | +14.9% | -9.8% | +24.7% | +20.0% |
| All | +20.4% | -20.2% | +40.6% | +26.2% |
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