+222.0%
BURL vs INVH
+80.8%
+141.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -2.8% | -2.9% | +0.1% | -1.3% |
| 30D | -28.2% | -6.9% | -21.2% | -25.4% |
| 3M | -17.6% | -2.7% | -14.9% | -16.6% |
| 6M | -11.8% | +8.2% | -20.0% | -15.8% |
| YTD | -8.1% | +4.5% | -12.6% | -11.1% |
| 1Y | -12.0% | -2.3% | -9.6% | -11.9% |
| 3Y | +63.3% | -7.3% | +70.6% | +64.9% |
| 5Y | -10.8% | -20.5% | +9.7% | -3.4% |
| All | +222.0% | +80.8% | +141.2% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling