+85.2%
IWD vs BAM
+89.3%
-4.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.9% |
| 7D | -0.6% | -2.9% | +2.3% | +0.2% |
| 30D | +3.6% | +14.7% | -11.1% | -0.4% |
| 3M | +2.7% | -4.1% | +6.8% | +3.7% |
| 6M | +13.2% | +9.6% | +3.6% | +9.7% |
| YTD | +26.8% | +3.4% | +23.3% | +24.3% |
| 1Y | +29.3% | +1.0% | +28.2% | +27.5% |
| All | +85.2% | +89.3% | -4.1% | +51.7% |
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 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