+195.0%
BAX vs IAG
+337.4%
-142.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | +0.2% |
| 7D | +12.1% | +21.4% | -9.3% | +11.2% |
| 30D | +7.6% | +4.0% | +3.5% | +7.3% |
| 3M | -4.5% | +17.0% | -21.5% | -5.2% |
| 6M | +52.0% | +1.4% | +50.6% | +51.4% |
| YTD | +35.1% | +13.8% | +21.4% | +33.8% |
| 1Y | +43.7% | +55.8% | -12.1% | +40.6% |
| 3Y | -20.9% | +647.4% | -668.3% | -28.0% |
| 5Y | -63.5% | +519.1% | -582.7% | -67.1% |
| 10Y | -36.0% | +345.6% | -381.6% | -43.0% |
| All | +195.0% | +337.4% | -142.3% | +155.8% |
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 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