-83.7%
IRE vs BAM
-3.4%
-80.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.6% | +13.4% | +13.0% |
| 7D | +54.8% | -2.0% | +56.8% | +60.0% |
| 30D | +18.4% | -2.9% | +21.3% | +22.5% |
| 3M | -66.7% | +9.4% | -76.1% | -72.5% |
| 6M | -52.3% | +10.8% | -63.1% | -59.3% |
| YTD | -52.3% | -0.4% | -51.9% | -50.4% |
| All | -83.7% | -3.4% | -80.2% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling