+317.8%
IOT vs BAM
+81.2%
+236.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +0.9% | -2.7% | +3.6% | +2.8% |
| 30D | +1.4% | +15.5% | -14.1% | -8.7% |
| 3M | +0.5% | -6.9% | +7.4% | +5.2% |
| 6M | +50.3% | +9.9% | +40.4% | +38.1% |
| YTD | +16.7% | +1.4% | +15.3% | +13.1% |
| 1Y | +6.8% | +3.3% | +3.5% | +2.2% |
| 3Y | +75.5% | +83.6% | -8.2% | +8.7% |
| All | +317.8% | +81.2% | +236.6% | +156.8% |
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