+75.3%
IVZ vs BAM
+88.1%
-12.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.7% |
| 7D | +2.2% | +5.0% | -2.8% | -0.9% |
| 30D | -2.2% | +16.6% | -18.8% | -11.7% |
| 3M | -8.4% | +2.2% | -10.6% | -10.2% |
| 6M | +6.2% | +9.7% | -3.5% | -0.9% |
| YTD | +12.4% | +5.2% | +7.2% | +7.5% |
| 1Y | +26.0% | +3.9% | +22.1% | +21.4% |
| 3Y | +147.9% | +91.5% | +56.3% | +69.2% |
| All | +75.3% | +88.1% | -12.8% | +18.8% |
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