-97.1%
IRE vs BAM
+1.1%
-98.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.9% | +38.6% | +38.4% |
| 7D | -27.2% | +9.7% | -36.9% | -37.3% |
| 30D | -75.1% | +19.0% | -94.1% | -81.5% |
| 3M | -77.9% | +0.6% | -78.4% | -78.5% |
| 6M | -94.6% | +11.1% | -105.7% | -95.5% |
| YTD | -91.5% | +4.2% | -95.7% | -91.9% |
| 1Y | -97.8% | +3.3% | -101.2% | -97.8% |
| All | -97.1% | +1.1% | -98.2% | -96.7% |
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