+20.2%
IQV vs BAM
+81.2%
-61.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -2.5% | -2.7% | +0.2% | -1.5% |
| 30D | +1.2% | +15.5% | -14.3% | -4.6% |
| 3M | +9.8% | -6.9% | +16.6% | +12.4% |
| 6M | +53.8% | +9.9% | +43.9% | +46.3% |
| YTD | +17.6% | +1.4% | +16.2% | +15.5% |
| 1Y | +18.6% | +3.3% | +15.3% | +15.4% |
| 3Y | +36.9% | +83.6% | -46.7% | +1.8% |
| All | +20.2% | +81.2% | -61.0% | -11.0% |
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