+16.0%
BAX vs IRE
-97.5%
+113.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.1% | -12.4% | -0.4% |
| 7D | -0.6% | -15.1% | +14.5% | -0.6% |
| 30D | +6.3% | -71.4% | +77.7% | +7.2% |
| 3M | -4.6% | -81.2% | +76.6% | -3.6% |
| 6M | +50.4% | -93.7% | +144.1% | +51.6% |
| YTD | +38.0% | -92.2% | +130.2% | +36.5% |
| 1Y | +44.6% | -97.3% | +141.9% | +43.4% |
| All | +16.0% | -97.5% | +113.5% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling