+195.5%
BAX vs IAG
+377.5%
-182.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.1% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -5.5% | +28.9% | -34.3% | -6.5% |
| 3M | +33.5% | +19.1% | +14.4% | +32.3% |
| 6M | +35.9% | -10.3% | +46.1% | +35.9% |
| YTD | +35.4% | +24.2% | +11.2% | +33.6% |
| 1Y | +9.8% | +116.5% | -106.7% | +6.0% |
| 3Y | -32.7% | +742.8% | -775.5% | -39.0% |
| 5Y | -65.6% | +753.3% | -818.9% | -69.2% |
| 10Y | -34.9% | +403.2% | -438.1% | -42.3% |
| All | +195.5% | +377.5% | -182.0% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling