+72.2%
IEFA vs BAM
+80.8%
-8.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.1% |
| 7D | +1.3% | -2.0% | +3.3% | +1.9% |
| 30D | +0.1% | +13.7% | -13.5% | -3.6% |
| 3M | -4.2% | -4.8% | +0.5% | -3.1% |
| 6M | +1.9% | +7.6% | -5.7% | -0.9% |
| YTD | +9.9% | +1.2% | +8.8% | +8.4% |
| 1Y | +11.5% | -2.3% | +13.8% | +11.0% |
| 3Y | +66.0% | +84.1% | -18.1% | +33.5% |
| All | +72.2% | +80.8% | -8.6% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling