+151.1%
BNS vs INVH
+75.4%
+75.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.4% | -3.0% | +2.6% | +0.8% |
| 30D | +3.5% | -7.5% | +11.0% | +6.5% |
| 3M | +14.1% | -5.5% | +19.6% | +16.2% |
| 6M | +33.8% | +11.7% | +22.1% | +27.2% |
| YTD | +29.5% | +1.3% | +28.1% | +27.6% |
| 1Y | +48.4% | -6.1% | +54.5% | +50.5% |
| 3Y | +129.6% | -9.8% | +139.4% | +133.2% |
| 5Y | +96.1% | -19.7% | +115.8% | +105.6% |
| All | +151.1% | +75.4% | +75.7% | +96.5% |
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