+67.5%
BN vs INVH
-9.7%
+77.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -5.2% | -3.0% | -2.2% | -3.6% |
| 30D | -14.5% | -7.5% | -7.0% | -10.7% |
| 3M | -15.0% | -5.5% | -9.5% | -12.6% |
| 6M | -5.4% | +11.7% | -17.1% | -12.0% |
| YTD | -16.4% | +1.3% | -17.8% | -17.8% |
| 1Y | -16.2% | -6.1% | -10.2% | -13.6% |
| 3Y | +67.5% | -9.8% | +77.3% | +76.9% |
| All | +67.5% | -9.7% | +77.2% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling