+319.1%
BAX vs IRM
+9,145.3%
-8,826.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.4% |
| 7D | +12.1% | -8.6% | +20.7% | +13.9% |
| 30D | +7.6% | -8.0% | +15.6% | +9.0% |
| 3M | -4.5% | -12.0% | +7.5% | -2.6% |
| 6M | +52.0% | -18.2% | +70.2% | +56.7% |
| YTD | +35.1% | +31.4% | +3.8% | +27.5% |
| 1Y | +43.7% | +9.2% | +34.5% | +40.0% |
| 3Y | -20.9% | +94.6% | -115.5% | -30.9% |
| 5Y | -63.5% | +170.2% | -233.7% | -70.1% |
| 10Y | -36.0% | +464.3% | -500.3% | -54.3% |
| All | +319.1% | +9,145.3% | -8,826.3% | +120.5% |
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