-9.7%
INVH vs BUD
+43.8%
-53.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -3.1% | -3.2% | +0.1% | -2.3% |
| 30D | -7.5% | -3.7% | -3.8% | -6.5% |
| 3M | -6.3% | -4.4% | -1.8% | -5.3% |
| 6M | +9.4% | +7.7% | +1.7% | +6.6% |
| YTD | +1.4% | +23.1% | -21.6% | -5.5% |
| 1Y | -4.1% | +33.6% | -37.7% | -12.9% |
| All | -9.7% | +43.8% | -53.5% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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