+41.8%
IYR vs BAM
+85.6%
-43.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.6% | -2.7% | +3.3% | +1.3% |
| 30D | +6.6% | +15.5% | -9.0% | +2.5% |
| 3M | -1.8% | -6.9% | +5.0% | -0.2% |
| 6M | +1.4% | +9.9% | -8.4% | -1.8% |
| YTD | +10.5% | +1.4% | +9.1% | +9.0% |
| 1Y | +10.6% | +3.3% | +7.4% | +8.3% |
| 3Y | +41.8% | +83.6% | -41.8% | +4.3% |
| All | +41.8% | +85.6% | -43.8% | +4.3% |
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 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