+290.4%
IOT vs BAM
+67.8%
+222.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.4% | -2.1% |
| 7D | +5.1% | -3.9% | +9.0% | +8.1% |
| 30D | -3.0% | -8.8% | +5.8% | +3.4% |
| 3M | +15.0% | +2.2% | +12.8% | +12.5% |
| 6M | +13.1% | +5.9% | +7.2% | +6.8% |
| YTD | +9.0% | -6.1% | +15.1% | +12.1% |
| 1Y | +0.1% | -11.6% | +11.8% | +7.7% |
| 3Y | +26.4% | +51.7% | -25.3% | -10.6% |
| All | +290.4% | +67.8% | +222.6% | +154.6% |
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 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