-34.5%
IONS vs BAM
+93.4%
-127.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.3% | -23.7% | -21.7% |
| 7D | -24.8% | +5.3% | -30.1% | -25.5% |
| 30D | -31.5% | +18.1% | -49.6% | -33.5% |
| 3M | -45.2% | +4.2% | -49.4% | -45.8% |
| 6M | -59.1% | +11.1% | -70.1% | -60.0% |
| YTD | -60.8% | +6.6% | -67.4% | -61.6% |
| 1Y | -57.9% | +6.2% | -64.1% | -58.7% |
| 3Y | -34.5% | +95.0% | -129.5% | -53.2% |
| All | -34.5% | +93.4% | -127.9% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling