-10.7%
BURL vs INVH
-20.4%
+9.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -2.8% | -2.9% | +0.1% | -1.6% |
| 30D | -28.2% | -6.9% | -21.2% | -25.9% |
| 3M | -17.6% | -2.7% | -14.9% | -16.7% |
| 6M | -11.8% | +8.2% | -20.0% | -15.0% |
| YTD | -8.1% | +4.5% | -12.6% | -10.4% |
| 1Y | -12.0% | -2.3% | -9.6% | -11.6% |
| 3Y | +63.3% | -7.3% | +70.6% | +64.7% |
| All | -10.7% | -20.4% | +9.8% | -2.4% |
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