-35.6%
BAX vs IAG
+336.8%
-372.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +0.4% |
| 7D | +3.6% | +16.8% | -13.2% | +2.9% |
| 30D | +8.5% | -1.5% | +10.0% | +8.5% |
| 3M | -4.9% | +0.5% | -5.3% | -5.1% |
| 6M | +47.0% | -1.0% | +48.0% | +46.4% |
| YTD | +38.4% | +12.3% | +26.1% | +37.1% |
| 1Y | +49.1% | +39.2% | +9.9% | +46.5% |
| 3Y | -14.9% | +712.3% | -727.2% | -22.8% |
| 5Y | -63.1% | +484.2% | -547.3% | -66.9% |
| 10Y | -35.6% | +382.3% | -417.9% | -42.4% |
| All | -35.6% | +336.8% | -372.4% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling