+88.0%
IEMG vs BAM
+57.7%
+30.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.1% |
| 7D | +2.8% | -1.6% | +4.4% | +3.3% |
| 30D | +4.6% | -6.0% | +10.6% | +6.4% |
| 3M | +5.5% | +7.3% | -1.8% | +2.8% |
| 6M | +19.7% | +8.2% | +11.5% | +16.2% |
| YTD | +25.5% | -3.8% | +29.4% | +25.7% |
| 1Y | +35.5% | -10.7% | +46.3% | +38.4% |
| 3Y | +88.0% | +55.3% | +32.6% | +55.7% |
| All | +88.0% | +57.7% | +30.3% | +55.7% |
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