+45.8%
IFF vs BAM
+4.2%
+41.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.1% | -6.5% |
| 7D | -3.3% | +14.2% | -17.5% | -7.0% |
| 30D | +5.3% | +21.0% | -15.7% | -0.7% |
| 3M | +8.9% | +5.2% | +3.7% | +7.4% |
| 6M | +26.3% | +16.0% | +10.4% | +20.5% |
| YTD | +32.2% | +6.5% | +25.7% | +26.3% |
| 1Y | +45.8% | +4.4% | +41.4% | +40.0% |
| All | +45.8% | +4.2% | +41.5% | +40.0% |
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 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