+48.8%
IJR vs BAM
+67.8%
-19.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.1% |
| 7D | -1.1% | -3.9% | +2.8% | +0.5% |
| 30D | -3.6% | -8.8% | +5.2% | -0.1% |
| 3M | +2.3% | +2.2% | +0.1% | +0.7% |
| 6M | +14.3% | +5.9% | +8.4% | +10.4% |
| YTD | +19.3% | -6.1% | +25.4% | +20.9% |
| 1Y | +22.6% | -11.6% | +34.2% | +27.2% |
| 3Y | +53.5% | +51.7% | +1.9% | +23.8% |
| All | +48.8% | +67.8% | -19.0% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling