-17.4%
BAX vs IP
+19.6%
-37.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -0.6% | -2.8% | +2.2% | +0.5% |
| 30D | +6.3% | +9.2% | -2.9% | +2.3% |
| 3M | -4.6% | -16.1% | +11.6% | +1.8% |
| 6M | +50.4% | +9.6% | +40.8% | +43.4% |
| YTD | +38.0% | -8.8% | +46.8% | +40.2% |
| 1Y | +44.6% | -5.5% | +50.1% | +44.3% |
| All | -17.4% | +19.6% | -37.0% | -16.6% |
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