-37.8%
BAX vs IAG
+434.9%
-472.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.0% |
| 7D | -5.1% | +1.7% | -6.8% | -5.2% |
| 30D | -12.2% | +11.4% | -23.6% | -12.6% |
| 3M | +21.8% | +33.0% | -11.2% | +20.0% |
| 6M | +36.3% | -6.0% | +42.3% | +36.0% |
| YTD | +27.8% | +24.6% | +3.2% | +26.1% |
| 1Y | -0.1% | +105.0% | -105.0% | -3.3% |
| 3Y | -33.3% | +837.9% | -871.2% | -39.8% |
| 5Y | -67.1% | +817.0% | -884.0% | -70.7% |
| All | -37.8% | +434.9% | -472.7% | -44.7% |
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 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