+128.7%
IVZ vs BAM
+84.2%
+44.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.0% | -5.0% | -5.8% |
| 7D | -6.7% | +7.9% | -14.6% | -11.8% |
| 30D | -10.9% | +16.0% | -26.9% | -20.2% |
| 3M | -14.8% | +0.6% | -15.5% | -15.8% |
| 6M | +2.4% | +10.5% | -8.1% | -5.8% |
| YTD | +5.4% | +3.2% | +2.2% | +1.7% |
| 1Y | +19.6% | +1.0% | +18.5% | +16.9% |
| All | +128.7% | +84.2% | +44.5% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling