-35.7%
BAX vs IBN
+319.4%
-355.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.2% | -3.2% |
| 7D | -2.4% | -2.2% | -0.2% | -2.0% |
| 30D | -9.7% | -2.3% | -7.4% | -9.3% |
| 3M | +29.3% | +15.9% | +13.4% | +25.5% |
| 6M | +40.7% | +5.6% | +35.1% | +39.2% |
| YTD | +30.3% | -0.1% | +30.3% | +30.2% |
| 1Y | +3.4% | -6.5% | +9.9% | +4.6% |
| 3Y | -32.0% | +29.3% | -61.3% | -35.9% |
| 5Y | -66.9% | +56.6% | -123.4% | -70.1% |
| All | -35.7% | +319.4% | -355.1% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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