+27.5%
IOVA vs BAM
+90.5%
-63.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.2% |
| 7D | +1.9% | +5.3% | -3.4% | -1.4% |
| 30D | -44.1% | +18.1% | -62.2% | -50.4% |
| 3M | +28.9% | +4.2% | +24.6% | +23.1% |
| 6M | +125.7% | +11.1% | +114.6% | +105.4% |
| YTD | +199.3% | +6.6% | +192.7% | +175.3% |
| 1Y | +255.2% | +6.2% | +249.0% | +226.9% |
| 3Y | +106.8% | +95.0% | +11.8% | +35.5% |
| All | +27.5% | +90.5% | -63.1% | -17.0% |
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