+56.0%
IBB vs BAM
+78.0%
-21.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +1.4% | -2.0% | +3.4% | +1.9% |
| 30D | +10.5% | -2.9% | +13.4% | +11.2% |
| 3M | +23.6% | +9.4% | +14.3% | +20.3% |
| 6M | +22.6% | +10.8% | +11.9% | +18.6% |
| YTD | +25.7% | -0.4% | +26.1% | +24.5% |
| 1Y | +51.4% | -10.9% | +62.2% | +54.4% |
| 3Y | +64.4% | +61.3% | +3.1% | +39.6% |
| All | +56.0% | +78.0% | -21.9% | +30.1% |
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