+74.1%
IWD vs BAM
+78.0%
-3.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.3% | -2.0% | +1.7% | +0.3% |
| 30D | +0.6% | -2.9% | +3.5% | +1.3% |
| 3M | +7.2% | +9.4% | -2.2% | +4.3% |
| 6M | +16.2% | +10.8% | +5.5% | +12.3% |
| YTD | +23.3% | -0.4% | +23.8% | +22.4% |
| 1Y | +29.6% | -10.9% | +40.4% | +32.5% |
| 3Y | +70.5% | +61.3% | +9.2% | +44.7% |
| All | +74.1% | +78.0% | -3.9% | +43.3% |
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