+869.1%
BAX vs IP
+327.4%
+541.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.7% | -2.3% |
| 7D | +9.1% | -5.0% | +14.1% | +10.4% |
| 30D | +5.3% | +6.5% | -1.2% | +3.6% |
| 3M | -6.1% | -18.0% | +11.9% | -2.0% |
| 6M | +53.3% | +10.3% | +43.0% | +49.0% |
| YTD | +34.4% | -9.9% | +44.3% | +36.0% |
| 1Y | +43.2% | -1.1% | +44.2% | +41.7% |
| 3Y | -20.1% | +13.0% | -33.1% | -23.3% |
| 5Y | -63.7% | -12.3% | -51.5% | -63.6% |
| 10Y | -36.3% | +26.8% | -63.2% | -42.8% |
| All | +869.1% | +327.4% | +541.8% | +409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling