-35.6%
BAX vs IBN
+364.2%
-399.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | +3.6% | +15.8% | -12.1% | +0.3% |
| 30D | +8.5% | +25.1% | -16.6% | +3.2% |
| 3M | -4.9% | +16.0% | -20.8% | -8.0% |
| 6M | +47.0% | +32.8% | +14.2% | +38.3% |
| YTD | +38.4% | +18.0% | +20.4% | +33.3% |
| 1Y | +49.1% | +15.9% | +33.2% | +44.1% |
| 3Y | -14.9% | +57.6% | -72.5% | -23.3% |
| 5Y | -63.1% | +74.7% | -137.8% | -67.6% |
| 10Y | -35.6% | +373.9% | -409.5% | -54.3% |
| All | -35.6% | +364.2% | -399.7% | -54.3% |
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