+319.7%
BAX vs IRM
+9,964.6%
-9,644.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -1.1% | -0.5% | -0.7% | -1.1% |
| 30D | -5.5% | -8.1% | +2.6% | -4.1% |
| 3M | +33.5% | -9.7% | +43.2% | +35.6% |
| 6M | +35.9% | +10.0% | +25.9% | +33.1% |
| YTD | +35.4% | +43.0% | -7.6% | +26.1% |
| 1Y | +9.8% | +32.7% | -22.9% | +3.4% |
| 3Y | -32.7% | +102.7% | -135.4% | -41.6% |
| 5Y | -65.6% | +187.6% | -253.1% | -72.0% |
| 10Y | -34.9% | +420.1% | -455.0% | -53.0% |
| All | +319.7% | +9,964.6% | -9,644.9% | +118.0% |
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 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