+9.7%
IP vs BAM
+86.2%
-76.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -5.1% | +9.7% | -14.8% | -8.7% |
| 30D | +8.5% | +19.0% | -10.5% | +0.9% |
| 3M | -13.8% | +0.6% | -14.4% | -14.3% |
| 6M | +5.7% | +11.1% | -5.3% | +0.9% |
| YTD | -9.1% | +4.2% | -13.3% | -11.5% |
| 1Y | -0.8% | +3.3% | -4.1% | -3.3% |
| 3Y | +14.8% | +88.8% | -74.0% | -9.0% |
| All | +9.7% | +86.2% | -76.5% | -14.9% |
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