+306.1%
IOT vs BAM
+78.0%
+228.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.3% |
| 7D | -2.3% | -2.0% | -0.4% | -0.9% |
| 30D | +3.8% | -2.9% | +6.7% | +5.8% |
| 3M | +14.2% | +9.4% | +4.8% | +6.4% |
| 6M | +40.1% | +10.8% | +29.4% | +27.9% |
| YTD | +13.4% | -0.4% | +13.8% | +11.9% |
| 1Y | +12.2% | -10.9% | +23.0% | +20.2% |
| 3Y | +30.0% | +61.3% | -31.3% | -12.0% |
| All | +306.1% | +78.0% | +228.1% | +154.1% |
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