+212.1%
BURL vs INVH
+75.1%
+136.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +7.7% | +1.3% | +6.4% | +7.1% |
| 30D | -7.1% | +1.5% | -8.7% | -7.8% |
| 3M | -30.3% | -9.4% | -20.9% | -26.5% |
| 6M | -15.5% | -3.3% | -12.3% | -14.2% |
| YTD | -11.0% | +1.2% | -12.2% | -12.3% |
| 1Y | -8.4% | +1.5% | -10.0% | -10.1% |
| 3Y | +96.7% | -2.4% | +99.1% | +92.8% |
| 5Y | -14.1% | -20.6% | +6.5% | -6.9% |
| All | +212.1% | +75.1% | +136.9% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling