-36.9%
BAX vs IRM
+418.7%
-455.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.7% |
| 7D | -5.1% | +3.0% | -8.1% | -5.9% |
| 30D | -12.2% | -5.2% | -7.0% | -11.1% |
| 3M | +21.8% | -8.0% | +29.8% | +24.1% |
| 6M | +36.3% | +9.2% | +27.1% | +32.2% |
| YTD | +27.8% | +41.0% | -13.2% | +14.7% |
| 1Y | -0.1% | +23.3% | -23.3% | -7.2% |
| 3Y | -33.3% | +102.8% | -136.2% | -47.1% |
| 5Y | -67.1% | +192.8% | -259.9% | -76.7% |
| 10Y | -36.9% | +439.6% | -476.6% | -63.0% |
| All | -36.9% | +418.7% | -455.6% | -63.0% |
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