-14.9%
BAX vs IBN
+56.2%
-71.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.8% | +1.9% |
| 7D | +9.0% | +14.6% | -5.6% | +4.4% |
| 30D | +8.5% | +23.5% | -15.1% | +1.5% |
| 3M | -4.1% | +14.0% | -18.1% | -8.1% |
| 6M | +46.9% | +31.1% | +15.8% | +35.7% |
| YTD | +38.4% | +16.6% | +21.8% | +30.4% |
| 1Y | +47.0% | +14.9% | +32.1% | +38.8% |
| 3Y | -14.9% | +56.9% | -71.8% | -21.6% |
| All | -14.9% | +56.2% | -71.1% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling