-62.5%
BAX vs IBN
+70.2%
-132.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.8% | +1.9% |
| 7D | +9.0% | +14.6% | -5.6% | +4.7% |
| 30D | +8.5% | +23.5% | -15.1% | +1.8% |
| 3M | -4.1% | +14.0% | -18.1% | -7.9% |
| 6M | +46.9% | +31.1% | +15.8% | +36.0% |
| YTD | +38.4% | +16.6% | +21.8% | +31.5% |
| 1Y | +47.0% | +14.9% | +32.1% | +40.1% |
| 3Y | -14.9% | +56.9% | -71.8% | -26.0% |
| 5Y | -62.5% | +69.7% | -132.2% | -67.8% |
| All | -62.5% | +70.2% | -132.7% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling