The key idea involved is that there exists a state space for the Universe, and that the state of the entire Universe can be expressed as a point in this state space. This state space can then be divided into "real" and "unreal" sets (parts), where, for example, the states where the Nazis lost WW2 are in the "real" set, and the states where the Nazis won WW2 are in the "unreal" set of points. The partition of state space into these two sets is unchanging, making the sets invariant.