+26.2%
IYR vs BAM
+71.9%
-45.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.8% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | -2.5% | -6.0% | +3.5% | -1.0% |
| 3M | +1.5% | +7.3% | -5.9% | -1.0% |
| 6M | +3.9% | +8.2% | -4.4% | +0.9% |
| YTD | +9.5% | -3.8% | +13.4% | +9.7% |
| 1Y | +7.5% | -10.7% | +18.2% | +9.6% |
| 3Y | +30.8% | +55.3% | -24.6% | +7.1% |
| All | +26.2% | +71.9% | -45.7% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling