+100.8%
IVZ vs BAM
+78.0%
+22.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | +0.6% | -2.0% | +2.6% | +2.0% |
| 30D | +4.0% | -2.9% | +6.9% | +5.7% |
| 3M | +18.2% | +9.4% | +8.8% | +10.9% |
| 6M | +32.8% | +10.8% | +22.1% | +23.4% |
| YTD | +28.7% | -0.4% | +29.2% | +28.0% |
| 1Y | +55.4% | -10.9% | +66.2% | +65.5% |
| 3Y | +135.2% | +61.3% | +74.0% | +74.9% |
| All | +100.8% | +78.0% | +22.8% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling