-9.8%
INVH vs BG
+18.0%
-27.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.1% |
| 7D | -3.0% | +3.1% | -6.1% | -3.3% |
| 30D | -7.5% | +10.2% | -17.8% | -8.3% |
| 3M | -5.5% | -1.7% | -3.9% | -5.4% |
| 6M | +11.7% | +1.0% | +10.7% | +11.4% |
| YTD | +1.3% | +39.9% | -38.6% | -2.8% |
| 1Y | -6.1% | +53.2% | -59.3% | -11.0% |
| 3Y | -9.8% | +16.3% | -26.0% | -12.5% |
| All | -9.8% | +18.0% | -27.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling