+76.9%
IEFA vs BAM
+67.8%
+9.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | -0.5% | -3.9% | +3.5% | +0.7% |
| 30D | -1.1% | -8.8% | +7.7% | +1.4% |
| 3M | +5.1% | +2.2% | +2.9% | +4.0% |
| 6M | +9.3% | +5.9% | +3.4% | +6.9% |
| YTD | +13.0% | -6.1% | +19.1% | +13.9% |
| 1Y | +19.2% | -11.6% | +30.8% | +22.0% |
| 3Y | +67.0% | +51.7% | +15.3% | +41.5% |
| All | +76.9% | +67.8% | +9.1% | +45.0% |
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