+10.2%
IEF vs BAM
+66.6%
-56.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -0.3% | -2.0% | +1.7% | -0.2% |
| 30D | -0.8% | -2.9% | +2.1% | -0.7% |
| 3M | -1.0% | +9.4% | -10.4% | -1.3% |
| 6M | -2.8% | +10.8% | -13.5% | -3.2% |
| YTD | -1.5% | -0.4% | -1.1% | -1.6% |
| 1Y | -0.4% | -10.9% | +10.4% | -0.2% |
| All | +10.2% | +66.6% | -56.3% | +2.9% |
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