+170.9%
BAX vs IBN
+1,756.6%
-1,585.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.8% | +2.2% |
| 7D | +9.0% | +14.6% | -5.6% | +7.4% |
| 30D | +8.5% | +23.5% | -15.1% | +6.0% |
| 3M | -4.1% | +14.0% | -18.1% | -5.5% |
| 6M | +46.9% | +31.1% | +15.8% | +42.7% |
| YTD | +38.4% | +16.6% | +21.8% | +36.1% |
| 1Y | +47.0% | +14.9% | +32.1% | +44.7% |
| 3Y | -14.9% | +56.9% | -71.8% | -19.2% |
| 5Y | -62.5% | +69.7% | -132.2% | -64.8% |
| 10Y | -33.9% | +365.4% | -399.3% | -45.0% |
| All | +170.9% | +1,756.6% | -1,585.7% | +115.1% |
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