-31.5%
BAH vs IBN
+29.3%
-60.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -4.3% | -2.2% | -2.2% | -4.3% |
| 30D | -4.5% | -2.3% | -2.2% | -4.4% |
| 3M | -7.6% | +15.9% | -23.5% | -7.8% |
| 6M | -10.6% | +5.6% | -16.2% | -10.6% |
| YTD | -12.6% | -0.1% | -12.5% | -12.3% |
| 1Y | -27.0% | -6.5% | -20.4% | -26.6% |
| 3Y | -31.5% | +29.3% | -60.8% | -35.3% |
| All | -31.5% | +29.3% | -60.8% | -35.3% |
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