+5.2%
IEF vs BAM
+80.8%
-75.7%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.9% | -2.0% | +0.1% | -1.9% |
| 30D | +1.1% | +13.7% | -12.6% | +0.7% |
| 3M | -1.9% | -4.8% | +2.8% | -1.9% |
| 6M | -2.4% | +7.6% | -10.0% | -2.6% |
| YTD | -3.0% | +1.2% | -4.2% | -3.2% |
| 1Y | -3.1% | -2.3% | -0.9% | -3.3% |
| 3Y | +10.7% | +84.1% | -73.4% | +8.4% |
| All | +5.2% | +80.8% | -75.7% | +3.0% |
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 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