-63.4%
BAX vs IAG
+505.2%
-568.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | 0.0% |
| 7D | +12.1% | +21.4% | -9.3% | +10.5% |
| 30D | +7.6% | +4.0% | +3.5% | +7.1% |
| 3M | -4.5% | +17.0% | -21.5% | -5.9% |
| 6M | +52.0% | +1.4% | +50.6% | +50.9% |
| YTD | +35.1% | +13.8% | +21.4% | +32.9% |
| 1Y | +43.7% | +55.8% | -12.1% | +38.6% |
| 3Y | -20.9% | +647.4% | -668.3% | -33.4% |
| All | -63.4% | +505.2% | -568.5% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling