-0.5%
INVH vs BAM
+67.8%
-68.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.4% |
| 7D | -2.3% | -3.9% | +1.6% | -1.4% |
| 30D | -5.7% | -8.8% | +3.1% | -3.9% |
| 3M | -4.5% | +2.2% | -6.7% | -5.2% |
| 6M | +11.0% | +5.9% | +5.0% | +8.9% |
| YTD | +3.7% | -6.1% | +9.8% | +4.6% |
| 1Y | -2.8% | -11.6% | +8.8% | -0.9% |
| 3Y | -7.1% | +51.7% | -58.8% | -21.4% |
| All | -0.5% | +67.8% | -68.3% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling