+48.9%
IJR vs BAM
+84.8%
-35.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | -0.4% | -2.9% | +2.4% | +0.8% |
| 30D | +3.5% | +14.7% | -11.2% | -2.4% |
| 3M | -3.8% | -4.1% | +0.4% | -2.4% |
| 6M | +4.3% | +9.6% | -5.3% | -0.6% |
| YTD | +19.4% | +3.4% | +16.0% | +15.9% |
| 1Y | +20.5% | +1.0% | +19.5% | +18.1% |
| 3Y | +63.0% | +88.2% | -25.2% | +21.3% |
| All | +48.9% | +84.8% | -35.9% | +10.1% |
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