+13.0%
BAX vs IRE
-98.0%
+111.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -33.9% | +30.7% | -2.8% |
| 7D | +9.1% | -57.1% | +66.3% | +10.0% |
| 30D | +5.3% | -84.4% | +89.7% | +6.9% |
| 3M | -6.1% | -85.0% | +78.8% | -4.8% |
| 6M | +53.3% | -95.2% | +148.5% | +55.0% |
| YTD | +34.4% | -93.9% | +128.3% | +33.5% |
| 1Y | +43.2% | -98.8% | +142.0% | +43.0% |
| All | +13.0% | -98.0% | +111.0% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling