+103.9%
IWF vs BAM
+80.8%
+23.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | +5.3% | -2.0% | +7.3% | +6.0% |
| 30D | -8.6% | +13.7% | -22.3% | -12.9% |
| 3M | -6.5% | -4.8% | -1.8% | -5.1% |
| 6M | -5.6% | +7.6% | -13.2% | -8.9% |
| YTD | -1.5% | +1.2% | -2.7% | -3.2% |
| 1Y | -2.8% | -2.3% | -0.6% | -3.4% |
| 3Y | +67.1% | +84.1% | -17.0% | +34.8% |
| All | +103.9% | +80.8% | +23.1% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling