-20.9%
BAX vs IRM
+90.1%
-111.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.3% |
| 7D | +12.1% | -8.6% | +20.7% | +14.5% |
| 30D | +7.6% | -8.0% | +15.6% | +9.6% |
| 3M | -4.5% | -12.0% | +7.5% | -1.9% |
| 6M | +52.0% | -18.2% | +70.2% | +58.8% |
| YTD | +35.1% | +31.4% | +3.8% | +21.7% |
| 1Y | +43.7% | +9.2% | +34.5% | +37.0% |
| 3Y | -20.9% | +94.6% | -115.5% | -44.8% |
| All | -20.9% | +90.1% | -111.0% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling