-12.0%
BURL vs INVH
-1.8%
-10.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.6% |
| 7D | -2.6% | -3.1% | +0.6% | -2.1% |
| 30D | -30.8% | -7.1% | -23.7% | -30.0% |
| 3M | -18.7% | -3.0% | -15.7% | -18.1% |
| 6M | -16.4% | +10.1% | -26.5% | -17.1% |
| YTD | -11.6% | +3.8% | -15.4% | -11.5% |
| 1Y | -12.0% | -2.1% | -9.9% | -14.8% |
| All | -12.0% | -1.8% | -10.2% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling