+35.0%
IFF vs BAM
-8.8%
+43.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -1.8% | -2.0% | +0.2% | -1.3% |
| 30D | -2.0% | -2.9% | +1.0% | -1.2% |
| 3M | +18.5% | +9.4% | +9.2% | +15.2% |
| 6M | +11.7% | +10.8% | +0.9% | +7.9% |
| YTD | +29.6% | -0.4% | +30.0% | +26.5% |
| 1Y | +35.0% | -10.9% | +45.8% | +32.4% |
| All | +35.0% | -8.8% | +43.8% | +32.4% |
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 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