-26.6%
BAH vs IBN
+51.2%
-77.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.2% | -8.6% | -4.5% |
| 7D | -3.5% | +15.1% | -18.6% | -4.0% |
| 30D | +24.3% | +21.6% | +2.6% | +23.6% |
| 3M | +16.3% | +11.2% | +5.1% | +15.8% |
| 6M | +13.6% | +27.8% | -14.2% | +12.9% |
| YTD | +3.5% | +14.7% | -11.2% | +3.2% |
| 1Y | +2.7% | +14.4% | -11.7% | +2.5% |
| 3Y | -26.6% | +52.1% | -78.7% | -31.7% |
| All | -26.6% | +51.2% | -77.8% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling