+86.8%
IGV vs BAM
+71.9%
+14.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.3% |
| 7D | -3.3% | -1.6% | -1.7% | -2.6% |
| 30D | 0.0% | -6.0% | +6.0% | +2.7% |
| 3M | +7.3% | +7.3% | 0.0% | +3.6% |
| 6M | +16.7% | +8.2% | +8.5% | +12.0% |
| YTD | -2.8% | -3.8% | +1.0% | -2.0% |
| 1Y | -6.7% | -10.7% | +4.1% | -2.9% |
| 3Y | +41.1% | +55.3% | -14.2% | +18.1% |
| All | +86.8% | +71.9% | +14.9% | +49.8% |
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