-38.3%
BAX vs IAG
+423.2%
-461.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -5.4% | -4.1% | -1.4% | -5.3% |
| 30D | -12.4% | +10.6% | -23.0% | -12.8% |
| 3M | +19.1% | +35.4% | -16.3% | +17.2% |
| 6M | +38.6% | -9.5% | +48.2% | +38.5% |
| YTD | +26.7% | +21.8% | +4.9% | +25.2% |
| 1Y | +1.0% | +84.1% | -83.1% | -1.8% |
| 3Y | -33.9% | +817.4% | -851.2% | -40.3% |
| 5Y | -67.0% | +830.1% | -897.1% | -70.6% |
| All | -38.3% | +423.2% | -461.5% | -45.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling