+58.7%
IWM vs BAM
+90.5%
-31.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.2% |
| 7D | +1.2% | +5.3% | -4.1% | -1.0% |
| 30D | +1.3% | +18.1% | -16.8% | -6.0% |
| 3M | -6.1% | +4.2% | -10.3% | -8.2% |
| 6M | -0.1% | +11.1% | -11.2% | -5.5% |
| YTD | +15.5% | +6.6% | +8.9% | +10.6% |
| 1Y | +18.1% | +6.2% | +11.9% | +13.1% |
| 3Y | +74.6% | +95.0% | -20.4% | +27.2% |
| All | +58.7% | +90.5% | -31.8% | +15.1% |
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