+94.2%
ITOT vs BAM
+66.2%
+28.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.9% | -6.6% | +5.7% | +1.3% |
| 30D | -1.5% | -12.4% | +11.0% | +2.8% |
| 3M | +3.6% | +2.4% | +1.2% | +2.3% |
| 6M | +13.7% | +7.9% | +5.8% | +10.0% |
| YTD | +12.9% | -7.0% | +19.9% | +14.5% |
| 1Y | +17.2% | -13.4% | +30.6% | +21.4% |
| 3Y | +75.6% | +46.9% | +28.8% | +51.7% |
| All | +94.2% | +66.2% | +28.0% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling