-97.6%
IRE vs BAM
+2.1%
-99.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.3% | -14.5% | -14.2% |
| 7D | -41.9% | +5.0% | -46.9% | -45.3% |
| 30D | -75.1% | +16.6% | -91.7% | -80.6% |
| 3M | -82.4% | +2.2% | -84.6% | -83.2% |
| 6M | -95.5% | +9.7% | -105.2% | -96.2% |
| YTD | -93.1% | +5.2% | -98.3% | -93.4% |
| 1Y | -97.8% | +3.9% | -101.7% | -97.7% |
| All | -97.6% | +2.1% | -99.7% | -97.3% |
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