+48.0%
BAX vs IFF
+44.8%
+3.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +5.1% |
| 7D | +4.1% | -3.3% | +7.4% | +4.7% |
| 30D | +9.4% | +5.3% | +4.1% | +7.5% |
| 3M | -6.5% | +8.9% | -15.4% | -9.0% |
| 6M | +59.6% | +26.3% | +33.3% | +48.5% |
| YTD | +38.9% | +32.2% | +6.7% | +22.8% |
| 1Y | +48.0% | +45.8% | +2.2% | +23.9% |
| All | +48.0% | +44.8% | +3.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling