+110.5%
BWA vs INVH
+75.5%
+35.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.5% |
| 7D | -0.1% | -3.1% | +3.1% | +1.2% |
| 30D | -5.5% | -7.5% | +2.0% | -2.7% |
| 3M | -7.6% | -6.3% | -1.3% | -5.7% |
| 6M | +25.0% | +9.4% | +15.5% | +19.3% |
| YTD | +47.0% | +1.4% | +45.5% | +44.2% |
| 1Y | +54.0% | -4.1% | +58.1% | +54.6% |
| 3Y | +70.7% | -9.2% | +79.9% | +72.9% |
| 5Y | +86.7% | -19.6% | +106.3% | +96.6% |
| All | +110.5% | +75.5% | +35.0% | +57.9% |
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