+9.8%
BAX vs IAG
+119.5%
-109.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -5.5% | +28.9% | -34.3% | -8.3% |
| 3M | +33.5% | +19.1% | +14.4% | +30.2% |
| 6M | +35.9% | -10.3% | +46.1% | +35.4% |
| YTD | +35.4% | +24.2% | +11.2% | +34.0% |
| 1Y | +9.8% | +116.5% | -106.7% | +7.7% |
| All | +9.8% | +119.5% | -109.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling