+211.0%
BURL vs INVH
+73.1%
+137.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | -0.8% | -2.5% | +1.7% | +0.5% |
| 30D | -4.4% | +0.7% | -5.1% | -4.7% |
| 3M | -28.6% | -8.8% | -19.8% | -25.0% |
| 6M | -12.3% | -5.0% | -7.2% | -10.1% |
| YTD | -11.3% | 0.0% | -11.3% | -12.1% |
| 1Y | -10.4% | -1.9% | -8.6% | -10.4% |
| 3Y | +96.1% | -5.0% | +101.1% | +95.1% |
| 5Y | -5.0% | -21.6% | +16.5% | +3.6% |
| All | +211.0% | +73.1% | +137.9% | +126.8% |
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