+92.9%
IEMG vs BAM
+78.0%
+15.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3M | +0.4% | +9.4% | -9.0% | -2.5% |
| 6M | +16.4% | +10.8% | +5.6% | +12.4% |
| YTD | +25.4% | -0.4% | +25.9% | +24.4% |
| 1Y | +38.3% | -10.9% | +49.1% | +41.1% |
| 3Y | +84.1% | +61.3% | +22.8% | +55.4% |
| All | +92.9% | +78.0% | +15.0% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling