+76.2%
INVH vs BTG
+125.8%
-49.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -3.0% | -3.8% | +0.8% | -2.7% |
| 30D | -7.5% | +3.6% | -11.2% | -7.9% |
| 3M | -5.5% | +32.0% | -37.5% | -8.0% |
| 6M | +11.7% | +3.4% | +8.3% | +10.6% |
| YTD | +1.3% | +20.8% | -19.4% | -1.5% |
| 1Y | -6.1% | +22.4% | -28.5% | -9.2% |
| 3Y | -9.8% | +91.7% | -101.5% | -17.7% |
| 5Y | -19.7% | +79.0% | -98.7% | -27.0% |
| All | +76.2% | +125.8% | -49.6% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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