+16.4%
BAX vs IRE
-97.7%
+114.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.8% | +15.9% | +0.2% |
| 7D | +3.6% | -41.9% | +45.5% | +4.1% |
| 30D | +8.5% | -75.1% | +83.6% | +9.6% |
| 3M | -4.9% | -82.4% | +77.5% | -3.8% |
| 6M | +47.0% | -95.5% | +142.5% | +48.8% |
| YTD | +38.4% | -93.1% | +131.5% | +37.1% |
| 1Y | +49.1% | -97.8% | +146.9% | +48.2% |
| All | +16.4% | -97.7% | +114.1% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling