-66.9%
BAX vs IT
-44.6%
-22.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.4% | +3.7% | -2.5% |
| 7D | -2.4% | -9.1% | +6.7% | -0.9% |
| 30D | -9.7% | -7.0% | -2.7% | -8.7% |
| 3M | +29.3% | +7.6% | +21.6% | +26.2% |
| 6M | +40.7% | +2.1% | +38.5% | +37.9% |
| YTD | +30.3% | -31.6% | +61.9% | +36.7% |
| 1Y | +3.4% | -29.9% | +33.3% | +7.5% |
| 3Y | -32.0% | -51.3% | +19.2% | -23.9% |
| 5Y | -66.9% | -44.8% | -22.1% | -64.4% |
| All | -66.9% | -44.6% | -22.3% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling