+0.3%
INVH vs BAM
+78.0%
-77.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.9% | -2.0% | -0.9% | -2.5% |
| 30D | -6.9% | -2.9% | -4.0% | -6.4% |
| 3M | -2.7% | +9.4% | -12.1% | -5.0% |
| 6M | +8.2% | +10.8% | -2.6% | +5.2% |
| YTD | +4.5% | -0.4% | +4.9% | +4.0% |
| 1Y | -2.3% | -10.9% | +8.5% | -0.4% |
| 3Y | -7.3% | +61.3% | -68.5% | -22.6% |
| All | +0.3% | +78.0% | -77.7% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling