+201.7%
BAH vs IBN
+316.4%
-114.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.9% |
| 7D | +2.4% | -5.5% | +7.9% | +3.3% |
| 30D | -2.9% | -3.4% | +0.5% | -2.5% |
| 3M | -1.3% | +8.7% | -10.0% | -2.6% |
| 6M | -0.9% | +3.7% | -4.6% | -1.6% |
| YTD | -8.2% | -2.4% | -5.9% | -8.2% |
| 1Y | -24.0% | -8.1% | -15.9% | -23.3% |
| 3Y | -28.1% | +26.3% | -54.4% | -31.7% |
| 5Y | +2.5% | +54.9% | -52.4% | -6.7% |
| All | +201.7% | +316.4% | -114.8% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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