+694.5%
IAG vs BAM
+85.6%
+608.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.9% |
| 7D | -7.7% | -2.7% | -5.0% | -6.3% |
| 30D | +1.6% | +15.5% | -13.9% | -5.1% |
| 3M | -2.4% | -6.9% | +4.4% | +0.9% |
| 6M | -7.8% | +9.9% | -17.7% | -12.0% |
| YTD | +5.0% | +1.4% | +3.6% | +2.8% |
| 1Y | +25.7% | +3.3% | +22.4% | +21.7% |
| 3Y | +694.5% | +83.6% | +610.9% | +334.0% |
| All | +694.5% | +85.6% | +608.9% | +334.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling