-13.3%
IFF vs BAM
+66.2%
-79.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -3.2% | -6.6% | +3.4% | -1.2% |
| 30D | -0.3% | -12.4% | +12.2% | +3.6% |
| 3M | +8.4% | +2.4% | +6.1% | +7.5% |
| 6M | +23.0% | +7.9% | +15.1% | +20.1% |
| YTD | +25.5% | -7.0% | +32.5% | +27.0% |
| 1Y | +29.1% | -13.4% | +42.5% | +32.8% |
| 3Y | +31.7% | +46.9% | -15.2% | +11.5% |
| All | -13.3% | +66.2% | -79.5% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling