+28.5%
IYR vs BAM
+90.5%
-62.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.9% |
| 7D | +2.3% | +5.3% | -3.0% | +0.8% |
| 30D | +7.4% | +18.1% | -10.7% | +2.5% |
| 3M | -0.7% | +4.2% | -4.9% | -2.1% |
| 6M | +1.6% | +11.1% | -9.4% | -1.9% |
| YTD | +11.6% | +6.6% | +5.0% | +8.4% |
| 1Y | +10.5% | +6.2% | +4.3% | +7.3% |
| 3Y | +43.4% | +95.0% | -51.6% | +10.3% |
| All | +28.5% | +90.5% | -62.0% | -1.6% |
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