+816.3%
BAX vs IT
+6,105.9%
-5,289.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.7% |
| 7D | -1.1% | -6.0% | +4.9% | -0.3% |
| 30D | -5.5% | 0.0% | -5.5% | -5.5% |
| 3M | +33.5% | +13.1% | +20.5% | +30.3% |
| 6M | +35.9% | +11.7% | +24.2% | +32.2% |
| YTD | +35.4% | -26.1% | +61.5% | +39.0% |
| 1Y | +9.8% | -21.3% | +31.0% | +11.4% |
| 3Y | -32.7% | -46.7% | +14.0% | -28.6% |
| 5Y | -65.6% | -40.5% | -25.0% | -64.4% |
| 10Y | -34.9% | +103.9% | -138.8% | -44.2% |
| All | +816.3% | +6,105.9% | -5,289.6% | +429.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling