+199.4%
BURL vs INVH
+74.5%
+124.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.7% |
| 7D | +4.1% | +2.0% | +2.0% | +3.1% |
| 30D | -9.5% | +4.8% | -14.3% | -11.6% |
| 3M | -33.5% | -9.8% | -23.8% | -29.8% |
| 6M | -22.1% | -3.7% | -18.4% | -20.7% |
| YTD | -14.6% | +0.8% | -15.4% | -15.7% |
| 1Y | -8.4% | +1.9% | -10.2% | -10.2% |
| 3Y | +86.6% | -4.3% | +90.9% | +84.9% |
| 5Y | -17.2% | -21.1% | +4.0% | -9.9% |
| All | +199.4% | +74.5% | +124.9% | +117.5% |
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