+95.6%
IVV vs BAM
+81.2%
+14.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.6% | -2.7% | +5.2% | +3.4% |
| 30D | -2.0% | +15.5% | -17.5% | -6.4% |
| 3M | -2.8% | -6.9% | +4.1% | -0.8% |
| 6M | +2.2% | +9.9% | -7.7% | -1.5% |
| YTD | +11.5% | +1.4% | +10.1% | +9.8% |
| 1Y | +13.5% | +3.3% | +10.2% | +10.9% |
| 3Y | +78.1% | +83.6% | -5.5% | +46.1% |
| All | +95.6% | +81.2% | +14.4% | +59.5% |
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