+883.7%
BAH vs IBN
+272.7%
+611.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | -3.2% | +1.4% | -4.6% | -3.5% |
| 30D | +2.0% | -0.3% | +2.3% | +2.0% |
| 3M | -7.6% | +17.1% | -24.7% | -10.1% |
| 6M | -5.7% | +3.4% | -9.1% | -6.4% |
| YTD | -11.7% | +2.5% | -14.3% | -12.4% |
| 1Y | -27.4% | -4.2% | -23.2% | -27.2% |
| 3Y | -32.5% | +32.4% | -64.9% | -36.7% |
| 5Y | -3.3% | +59.2% | -62.5% | -13.0% |
| 10Y | +186.0% | +345.7% | -159.7% | +102.4% |
| All | +883.7% | +272.7% | +611.0% | +568.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling