-39.3%
BAX vs IFF
-20.3%
-19.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | -7.9% | -3.2% | -4.7% | -6.9% |
| 30D | -11.7% | -0.3% | -11.4% | -11.6% |
| 3M | +16.2% | +8.4% | +7.8% | +12.9% |
| 6M | +32.0% | +23.0% | +8.9% | +22.4% |
| YTD | +24.7% | +25.5% | -0.7% | +14.1% |
| 1Y | -2.6% | +29.1% | -31.7% | -11.8% |
| 3Y | -35.0% | +31.7% | -66.6% | -42.2% |
| 5Y | -67.6% | -35.2% | -32.3% | -65.1% |
| All | -39.3% | -20.3% | -19.1% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling