+143.6%
IRM vs BAM
+78.0%
+65.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -0.5% | -2.0% | +1.5% | +0.3% |
| 30D | -8.1% | -2.9% | -5.2% | -7.3% |
| 3M | -9.7% | +9.4% | -19.0% | -13.2% |
| 6M | +10.0% | +10.8% | -0.8% | +5.0% |
| YTD | +43.0% | -0.4% | +43.4% | +41.3% |
| 1Y | +32.7% | -10.9% | +43.5% | +36.6% |
| 3Y | +102.7% | +61.3% | +41.5% | +65.8% |
| All | +143.6% | +78.0% | +65.6% | +91.0% |
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