+3.3%
INVH vs BBAI
-71.7%
+75.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | -0.1% |
| 7D | -2.3% | -4.1% | +1.8% | -2.3% |
| 30D | -5.7% | -12.4% | +6.7% | -5.7% |
| 3M | -4.5% | -29.1% | +24.6% | -4.3% |
| 6M | +11.0% | -32.6% | +43.6% | +11.1% |
| YTD | +3.7% | -47.6% | +51.3% | +4.0% |
| 1Y | -2.8% | -41.0% | +38.2% | -2.7% |
| 3Y | -7.1% | +67.5% | -74.6% | -8.4% |
| 5Y | -19.4% | -71.3% | +51.8% | -23.2% |
| All | +3.3% | -71.7% | +75.0% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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