+26.1%
IOVA vs BAM
+88.1%
-62.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.3% |
| 7D | -8.5% | +5.0% | -13.5% | -11.2% |
| 30D | -44.7% | +16.6% | -61.3% | -50.6% |
| 3M | +26.2% | +2.2% | +24.0% | +22.2% |
| 6M | +123.2% | +9.7% | +113.5% | +104.7% |
| YTD | +196.0% | +5.2% | +190.7% | +174.4% |
| 1Y | +240.9% | +3.9% | +237.0% | +218.4% |
| 3Y | +103.5% | +91.5% | +12.0% | +34.6% |
| All | +26.1% | +88.1% | -62.1% | -17.2% |
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