+13.8%
BAX vs IRE
-84.4%
+98.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.0% | -13.0% | +0.9% |
| 7D | -1.1% | +54.8% | -55.9% | -1.5% |
| 30D | -5.5% | +18.4% | -23.8% | -5.7% |
| 3M | +33.5% | -66.7% | +100.3% | +33.6% |
| 6M | +35.9% | -52.3% | +88.2% | +33.3% |
| YTD | +35.4% | -52.3% | +87.7% | +32.2% |
| All | +13.8% | -84.4% | +98.2% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling