+44.5%
IONS vs BAM
+78.0%
-33.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -4.8% | -2.0% | -2.9% | -4.6% |
| 30D | +7.2% | -2.9% | +10.1% | +7.5% |
| 3M | -22.7% | +9.4% | -32.1% | -24.1% |
| 6M | -26.9% | +10.8% | -37.6% | -28.6% |
| YTD | -26.6% | -0.4% | -26.1% | -27.1% |
| 1Y | -2.1% | -10.9% | +8.7% | -0.8% |
| 3Y | +43.4% | +61.3% | -17.8% | +25.4% |
| All | +44.5% | +78.0% | -33.5% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling