+223.1%
BMNR vs INVH
-12.7%
+235.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +0.2% | -3.0% | +3.2% | +0.4% |
| 30D | +39.9% | -7.5% | +47.4% | +40.6% |
| 3M | +51.5% | -5.5% | +57.0% | +52.0% |
| 6M | +18.9% | +11.7% | +7.2% | +11.6% |
| YTD | -7.8% | +1.3% | -9.1% | -6.5% |
| 1Y | -47.6% | -6.1% | -41.5% | -31.7% |
| All | +223.1% | -12.7% | +235.7% | +584.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 10y: compounded portfolio wealth divided by compounded INVH 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…
10y analysis · Full analysis span regression · 6 months rolling