+752.7%
IAG vs BAM
+86.2%
+666.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +6.8% |
| 7D | +21.4% | +9.7% | +11.7% | +16.6% |
| 30D | +4.0% | +19.0% | -14.9% | -3.8% |
| 3M | +17.0% | +0.6% | +16.5% | +16.3% |
| 6M | +1.4% | +11.1% | -9.7% | -3.5% |
| YTD | +13.8% | +4.2% | +9.6% | +10.1% |
| 1Y | +55.8% | +3.3% | +52.5% | +51.3% |
| 3Y | +647.4% | +88.8% | +558.7% | +428.7% |
| All | +752.7% | +86.2% | +666.5% | +503.4% |
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