+581.6%
ROIV vs BAM
+81.2%
+500.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +1.7% | -2.7% | +4.4% | +2.5% |
| 30D | +17.6% | +15.5% | +2.1% | +13.0% |
| 3M | +9.0% | -6.9% | +15.8% | +10.9% |
| 6M | +35.3% | +9.9% | +25.4% | +30.4% |
| YTD | +82.2% | +1.4% | +80.8% | +78.7% |
| 1Y | +92.3% | +3.3% | +89.0% | +87.1% |
| 3Y | +336.8% | +83.6% | +253.2% | +249.7% |
| All | +581.6% | +81.2% | +500.3% | +443.0% |
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