+140.7%
IRM vs BAM
+80.8%
+59.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.7% |
| 7D | +8.6% | -2.0% | +10.6% | +9.4% |
| 30D | 0.0% | +13.7% | -13.7% | -4.8% |
| 3M | -7.1% | -4.8% | -2.4% | -5.7% |
| 6M | -7.9% | +7.6% | -15.5% | -11.1% |
| YTD | +41.3% | +1.2% | +40.1% | +38.6% |
| 1Y | +20.7% | -2.3% | +23.0% | +20.1% |
| 3Y | +112.2% | +84.1% | +28.1% | +66.6% |
| All | +140.7% | +80.8% | +59.9% | +87.4% |
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 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