+830.9%
IAG vs BAM
+78.0%
+753.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | -0.5% | -2.0% | +1.4% | +0.4% |
| 30D | +28.9% | -2.9% | +31.8% | +30.2% |
| 3M | +19.1% | +9.4% | +9.8% | +14.2% |
| 6M | -10.3% | +10.8% | -21.0% | -14.3% |
| YTD | +24.2% | -0.4% | +24.6% | +22.7% |
| 1Y | +116.5% | -10.9% | +127.4% | +123.9% |
| 3Y | +742.8% | +61.3% | +681.5% | +535.4% |
| All | +830.9% | +78.0% | +753.0% | +572.8% |
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 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