+532.0%
BX vs INVH
+75.4%
+456.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -5.6% | -3.0% | -2.6% | -3.7% |
| 30D | -12.2% | -7.5% | -4.7% | -7.7% |
| 3M | +7.4% | -5.5% | +12.9% | +11.1% |
| 6M | +22.2% | +11.7% | +10.5% | +12.9% |
| YTD | -14.0% | +1.3% | -15.3% | -15.4% |
| 1Y | -27.3% | -6.1% | -21.2% | -25.0% |
| 3Y | +24.5% | -9.8% | +34.3% | +30.2% |
| 5Y | +18.9% | -19.7% | +38.6% | +34.1% |
| All | +532.0% | +75.4% | +456.7% | +412.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling