+164.9%
BAX vs IBN
+1,532.9%
-1,368.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.1% | +1.4% | -2.6% | -1.3% |
| 30D | -5.5% | -0.3% | -5.1% | -5.4% |
| 3M | +33.5% | +17.1% | +16.4% | +31.4% |
| 6M | +35.9% | +3.4% | +32.5% | +35.4% |
| YTD | +35.4% | +2.5% | +32.8% | +35.0% |
| 1Y | +9.8% | -4.2% | +13.9% | +10.2% |
| 3Y | -32.7% | +32.4% | -65.1% | -34.9% |
| 5Y | -65.6% | +59.2% | -124.7% | -67.4% |
| 10Y | -34.9% | +345.7% | -380.6% | -45.6% |
| All | +164.9% | +1,532.9% | -1,368.0% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling