-67.0%
BAX vs IFF
-36.2%
-30.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -5.4% | -2.8% | -2.6% | -4.5% |
| 30D | -12.4% | -1.1% | -11.3% | -12.0% |
| 3M | +19.1% | +13.8% | +5.3% | +13.7% |
| 6M | +38.6% | +16.7% | +21.9% | +30.2% |
| YTD | +26.7% | +26.1% | +0.6% | +15.0% |
| 1Y | +1.0% | +33.5% | -32.5% | -10.2% |
| 3Y | -33.9% | +31.6% | -65.5% | -41.8% |
| 5Y | -67.0% | -34.9% | -32.2% | -65.6% |
| All | -67.0% | -36.2% | -30.8% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling