-97.9%
IRE vs BAM
+0.1%
-98.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -3.0% | -30.9% | -30.3% |
| 7D | -57.1% | +7.9% | -65.1% | -62.3% |
| 30D | -84.4% | +16.0% | -100.5% | -88.0% |
| 3M | -85.0% | +0.6% | -85.6% | -85.6% |
| 6M | -95.2% | +10.5% | -105.7% | -96.1% |
| YTD | -93.9% | +3.2% | -97.2% | -94.2% |
| 1Y | -98.8% | +1.0% | -99.9% | -98.7% |
| All | -97.9% | +0.1% | -98.0% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling