+329.3%
BAX vs IRM
+9,515.1%
-9,185.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.6% | -5.1% | +8.7% | +4.5% |
| 30D | +8.5% | -3.3% | +11.8% | +9.0% |
| 3M | -4.9% | -8.2% | +3.3% | -3.7% |
| 6M | +47.0% | -12.8% | +59.7% | +49.9% |
| YTD | +38.4% | +36.6% | +1.8% | +29.7% |
| 1Y | +49.1% | +11.9% | +37.2% | +44.6% |
| 3Y | -14.9% | +105.1% | -120.0% | -26.3% |
| 5Y | -63.1% | +182.4% | -245.5% | -70.0% |
| 10Y | -35.6% | +505.1% | -540.7% | -54.5% |
| All | +329.3% | +9,515.1% | -9,185.8% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling