+245.4%
BN vs INVH
+79.4%
+166.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -3.0% | -2.3% | -0.7% | -1.6% |
| 30D | -13.0% | -5.7% | -7.3% | -9.8% |
| 3M | -15.2% | -4.5% | -10.8% | -13.1% |
| 6M | -5.9% | +11.0% | -16.9% | -12.4% |
| YTD | -15.8% | +3.7% | -19.5% | -18.4% |
| 1Y | -12.2% | -2.8% | -9.3% | -11.6% |
| 3Y | +72.2% | -7.1% | +79.4% | +76.4% |
| 5Y | +33.2% | -19.4% | +52.6% | +47.2% |
| All | +245.4% | +79.4% | +166.0% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling