-2.7%
INVH vs BAM
+66.1%
-68.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -3.1% | -6.1% | +2.9% | -1.8% |
| 30D | -7.5% | -13.8% | +6.4% | -4.4% |
| 3M | -6.3% | +4.4% | -10.7% | -7.5% |
| 6M | +9.4% | +6.4% | +3.0% | +7.3% |
| YTD | +1.4% | -7.1% | +8.5% | +2.5% |
| 1Y | -4.1% | -11.8% | +7.7% | -2.1% |
| 3Y | -9.2% | +50.2% | -59.3% | -23.0% |
| All | -2.7% | +66.1% | -68.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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