+38.3%
IEMG vs BAM
-8.8%
+47.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.5% |
| 7D | +2.2% | -2.0% | +4.2% | +2.8% |
| 30D | +4.6% | -2.9% | +7.5% | +5.3% |
| 3M | +0.4% | +9.4% | -9.0% | -2.9% |
| 6M | +16.4% | +10.8% | +5.6% | +11.6% |
| YTD | +25.4% | -0.4% | +25.9% | +23.2% |
| 1Y | +38.3% | -10.9% | +49.1% | +39.5% |
| All | +38.3% | -8.8% | +47.1% | +39.5% |
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