+37.9%
BAX vs IRM
+16.9%
+21.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | +0.4% | +8.6% | -8.3% | -0.7% |
| 30D | +3.4% | 0.0% | +3.4% | +3.3% |
| 3M | -4.5% | -7.1% | +2.7% | -3.7% |
| 6M | +44.0% | -7.9% | +51.9% | +45.0% |
| YTD | +34.9% | +41.3% | -6.4% | +26.1% |
| 1Y | +37.9% | +20.7% | +17.2% | +36.2% |
| All | +37.9% | +16.9% | +21.0% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling