+839.3%
BAX vs IFF
+848.0%
-8.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -2.9% | -3.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -9.7% | -0.3% | -9.4% | -9.6% |
| 3M | +29.3% | +18.6% | +10.7% | +22.0% |
| 6M | +40.7% | +17.4% | +23.3% | +32.2% |
| YTD | +30.3% | +28.5% | +1.8% | +18.3% |
| 1Y | +3.4% | +32.5% | -29.1% | -7.1% |
| 3Y | -32.0% | +34.1% | -66.1% | -39.9% |
| 5Y | -66.9% | -35.2% | -31.7% | -64.1% |
| 10Y | -37.1% | -21.1% | -16.0% | -39.1% |
| All | +839.3% | +848.0% | -8.7% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling