-38.3%
BAX vs IT
+92.9%
-131.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -5.4% | -12.7% | +7.3% | -2.9% |
| 30D | -12.4% | -8.9% | -3.5% | -10.9% |
| 3M | +19.1% | +10.1% | +9.0% | +15.5% |
| 6M | +38.6% | +7.3% | +31.3% | +34.2% |
| YTD | +26.7% | -32.4% | +59.1% | +34.3% |
| 1Y | +1.0% | -26.6% | +27.7% | +4.8% |
| 3Y | -33.9% | -51.8% | +17.9% | -25.8% |
| 5Y | -67.0% | -45.6% | -21.4% | -64.6% |
| All | -38.3% | +92.9% | -131.3% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling