-33.1%
BAX vs IT
+90.0%
-123.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +4.1% | -1.8% | +5.9% | +3.8% |
| 3M | -4.5% | +4.8% | -9.4% | -6.4% |
| 6M | +49.2% | +33.0% | +16.2% | +37.4% |
| YTD | +35.2% | -23.8% | +59.1% | +38.8% |
| 1Y | +38.3% | -16.5% | +54.8% | +39.0% |
| 3Y | -19.0% | -53.6% | +34.6% | -8.6% |
| 5Y | -64.2% | -42.1% | -22.0% | -62.2% |
| All | -33.1% | +90.0% | -123.1% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling