+84.6%
IGV vs BAM
+90.5%
-6.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.6% |
| 7D | -0.4% | +5.3% | -5.7% | -2.7% |
| 30D | -9.9% | +18.1% | -28.0% | -16.6% |
| 3M | -1.2% | +4.2% | -5.4% | -3.4% |
| 6M | +11.3% | +11.1% | +0.3% | +5.4% |
| YTD | -4.0% | +6.6% | -10.6% | -7.8% |
| 1Y | -7.3% | +6.2% | -13.5% | -10.9% |
| 3Y | +42.8% | +95.0% | -52.3% | +9.3% |
| All | +84.6% | +90.5% | -6.0% | +40.9% |
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