-34.4%
BAX vs IP
+23.2%
-57.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.2% |
| 7D | -1.1% | -5.3% | +4.1% | +0.7% |
| 30D | -5.5% | -10.9% | +5.4% | -1.7% |
| 3M | +33.5% | +11.2% | +22.4% | +28.1% |
| 6M | +35.9% | -10.2% | +46.1% | +39.3% |
| YTD | +35.4% | -2.0% | +37.3% | +34.2% |
| 1Y | +9.8% | -19.1% | +28.8% | +16.4% |
| 3Y | -32.7% | +20.9% | -53.6% | -37.9% |
| 5Y | -65.6% | -17.8% | -47.7% | -64.6% |
| All | -34.4% | +23.2% | -57.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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