+94.6%
IRM vs BAM
+85.9%
+8.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.6% |
| 7D | -8.6% | +9.7% | -18.3% | -11.9% |
| 30D | -8.0% | +19.0% | -27.0% | -14.2% |
| 3M | -12.0% | +0.6% | -12.5% | -12.5% |
| 6M | -18.2% | +11.1% | -29.2% | -22.2% |
| YTD | +31.4% | +4.2% | +27.2% | +27.2% |
| 1Y | +9.2% | +3.3% | +5.8% | +6.1% |
| 3Y | +94.6% | +88.8% | +5.8% | +47.7% |
| All | +94.6% | +85.9% | +8.7% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling