+111.8%
IRM vs BAM
+85.6%
+26.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | +6.8% | -2.7% | +9.5% | +7.9% |
| 30D | +2.6% | +15.5% | -12.9% | -3.2% |
| 3M | -9.5% | -6.9% | -2.6% | -7.1% |
| 6M | -8.5% | +9.9% | -18.4% | -12.7% |
| YTD | +40.3% | +1.4% | +38.9% | +37.2% |
| 1Y | +28.7% | +3.3% | +25.4% | +24.8% |
| 3Y | +111.8% | +83.6% | +28.2% | +65.4% |
| All | +111.8% | +85.6% | +26.2% | +65.4% |
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