+18.0%
IEFA vs BAM
-11.5%
+29.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.6% | -6.6% | +5.0% | +0.1% |
| 30D | -1.5% | -12.4% | +10.9% | +1.8% |
| 3M | +3.4% | +2.4% | +1.1% | +2.3% |
| 6M | +9.5% | +7.9% | +1.5% | +6.6% |
| YTD | +13.0% | -7.0% | +20.1% | +13.1% |
| 1Y | +18.0% | -13.4% | +31.4% | +19.6% |
| All | +18.0% | -11.5% | +29.5% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling