-30.0%
BAX vs IP
+21.5%
-51.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.2% |
| 7D | -1.1% | -5.3% | +4.1% | +0.9% |
| 30D | -5.5% | -10.9% | +5.4% | -1.2% |
| 3M | +33.5% | +11.2% | +22.4% | +27.6% |
| 6M | +35.9% | -10.2% | +46.1% | +40.7% |
| YTD | +35.4% | -2.0% | +37.3% | +34.4% |
| 1Y | +9.8% | -19.1% | +28.8% | +17.8% |
| All | -30.0% | +21.5% | -51.5% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling