+26.2%
IOVA vs BAM
+84.8%
-58.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +1.2% |
| 7D | -7.0% | -2.9% | -4.1% | -5.2% |
| 30D | -44.4% | +14.7% | -59.1% | -49.8% |
| 3M | +24.7% | -4.1% | +28.8% | +26.0% |
| 6M | +118.6% | +9.6% | +109.1% | +100.4% |
| YTD | +196.3% | +3.4% | +192.9% | +177.7% |
| 1Y | +205.3% | +1.0% | +204.3% | +190.3% |
| 3Y | +103.8% | +88.2% | +15.6% | +36.3% |
| All | +26.2% | +84.8% | -58.6% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling