-3.2%
BAH vs IBN
+54.0%
-57.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | -1.3% | -5.1% | +3.8% | -0.8% |
| 30D | -6.6% | -3.5% | -3.1% | -6.3% |
| 3M | -7.2% | +11.3% | -18.5% | -8.2% |
| 6M | -10.0% | +4.4% | -14.4% | -10.4% |
| YTD | -12.5% | -1.8% | -10.7% | -12.3% |
| 1Y | -27.9% | -8.0% | -19.9% | -27.3% |
| 3Y | -31.4% | +27.1% | -58.5% | -35.2% |
| 5Y | -3.2% | +54.5% | -57.7% | -12.3% |
| All | -3.2% | +54.0% | -57.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling