+90.7%
IVV vs BAM
+86.2%
+4.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -2.7% | +9.7% | -12.4% | -5.5% |
| 30D | -5.4% | +19.0% | -24.4% | -10.5% |
| 3M | -4.1% | +0.6% | -4.6% | -4.5% |
| 6M | +0.7% | +11.1% | -10.3% | -3.2% |
| YTD | +8.7% | +4.2% | +4.6% | +6.2% |
| 1Y | +11.0% | +3.3% | +7.6% | +8.5% |
| 3Y | +75.4% | +88.8% | -13.3% | +42.7% |
| All | +90.7% | +86.2% | +4.5% | +54.2% |
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