+26.3%
IYR vs BAM
+78.0%
-51.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.2% | -2.0% | +0.7% | -0.7% |
| 30D | -2.9% | -2.9% | +0.1% | -2.2% |
| 3M | +0.8% | +9.4% | -8.5% | -2.0% |
| 6M | +1.9% | +10.8% | -8.9% | -1.7% |
| YTD | +9.6% | -0.4% | +10.1% | +8.7% |
| 1Y | +8.1% | -10.9% | +18.9% | +10.5% |
| 3Y | +29.2% | +61.3% | -32.1% | +4.8% |
| All | +26.3% | +78.0% | -51.7% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling