+99.2%
IVV vs BAM
+78.0%
+21.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +0.1% | -2.0% | +2.1% | +0.7% |
| 30D | +0.1% | -2.9% | +3.0% | +0.8% |
| 3M | +2.0% | +9.4% | -7.4% | -1.2% |
| 6M | +13.0% | +10.8% | +2.3% | +8.7% |
| YTD | +13.6% | -0.4% | +14.0% | +12.7% |
| 1Y | +20.1% | -10.9% | +30.9% | +23.2% |
| 3Y | +77.6% | +61.3% | +16.4% | +50.6% |
| All | +99.2% | +78.0% | +21.3% | +63.7% |
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