-33.1%
BAX vs IAG
+389.3%
-422.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +0.1% | -7.7% | +7.8% | +0.4% |
| 30D | +4.1% | +1.6% | +2.5% | +3.9% |
| 3M | -4.5% | -2.4% | -2.1% | -4.6% |
| 6M | +49.2% | -7.8% | +57.1% | +49.2% |
| YTD | +35.2% | +5.0% | +30.2% | +34.4% |
| 1Y | +38.3% | +25.7% | +12.6% | +36.4% |
| 3Y | -19.0% | +694.5% | -713.5% | -26.4% |
| 5Y | -64.2% | +421.7% | -485.9% | -67.7% |
| All | -33.1% | +389.3% | -422.4% | -39.8% |
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