+32.4%
BN vs INVH
-20.2%
+52.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -5.2% | -3.0% | -2.2% | -3.4% |
| 30D | -14.5% | -7.5% | -7.0% | -10.3% |
| 3M | -15.0% | -5.5% | -9.5% | -12.3% |
| 6M | -5.4% | +11.7% | -17.1% | -12.4% |
| YTD | -16.4% | +1.3% | -17.8% | -18.0% |
| 1Y | -16.2% | -6.1% | -10.2% | -13.8% |
| 3Y | +67.5% | -9.8% | +77.3% | +74.3% |
| All | +32.4% | -20.2% | +52.6% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling