+64.2%
IWM vs BAM
+85.9%
-21.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | -2.0% | +9.7% | -11.7% | -6.3% |
| 30D | -1.5% | +19.0% | -20.4% | -9.3% |
| 3M | -8.0% | +0.6% | -8.6% | -8.7% |
| 6M | -4.1% | +11.1% | -15.2% | -9.7% |
| YTD | +11.9% | +4.2% | +7.7% | +8.0% |
| 1Y | +15.0% | +3.3% | +11.7% | +11.2% |
| 3Y | +64.2% | +88.8% | -24.6% | +9.8% |
| All | +64.2% | +85.9% | -21.7% | +9.8% |
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 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