-27.7%
IONS vs BAM
+81.2%
-108.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.2% | +6.4% |
| 7D | -26.3% | -2.7% | -23.6% | -26.0% |
| 30D | -31.9% | +15.5% | -47.5% | -33.7% |
| 3M | -48.0% | -6.9% | -41.1% | -47.6% |
| 6M | -62.6% | +9.9% | -72.4% | -63.4% |
| YTD | -63.3% | +1.4% | -64.7% | -63.7% |
| 1Y | -58.4% | +3.3% | -61.7% | -59.1% |
| 3Y | -38.2% | +83.6% | -121.9% | -47.0% |
| All | -27.7% | +81.2% | -108.9% | -38.0% |
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