+64.4%
IVZ vs BAM
+84.5%
-20.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.0% | -5.0% | -6.0% |
| 7D | -6.7% | +7.9% | -14.6% | -11.3% |
| 30D | -10.9% | +16.0% | -26.9% | -19.4% |
| 3M | -14.8% | +0.6% | -15.5% | -15.7% |
| 6M | +2.4% | +10.5% | -8.1% | -4.9% |
| YTD | +5.4% | +3.2% | +2.2% | +2.1% |
| 1Y | +19.6% | +1.0% | +18.5% | +17.3% |
| 3Y | +122.4% | +84.2% | +38.2% | +55.1% |
| All | +64.4% | +84.5% | -20.1% | +12.8% |
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