-33.1%
BAX vs IRM
+520.0%
-553.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.1% | +6.8% | -6.7% | -1.7% |
| 30D | +4.1% | +2.6% | +1.5% | +3.1% |
| 3M | -4.5% | -9.5% | +4.9% | -2.5% |
| 6M | +49.2% | -8.5% | +57.7% | +51.6% |
| YTD | +35.2% | +40.3% | -5.0% | +21.0% |
| 1Y | +38.3% | +28.7% | +9.6% | +26.7% |
| 3Y | -19.0% | +111.8% | -130.9% | -36.8% |
| 5Y | -64.2% | +189.1% | -253.3% | -74.7% |
| All | -33.1% | +520.0% | -553.1% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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