+814.9%
BAX vs IT
+6,228.4%
-5,413.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.6% | +1.1% |
| 7D | +12.1% | -16.9% | +29.0% | +14.8% |
| 30D | +7.6% | +2.3% | +5.3% | +6.8% |
| 3M | -4.5% | +2.9% | -7.3% | -5.5% |
| 6M | +52.0% | +25.9% | +26.2% | +45.0% |
| YTD | +35.1% | -24.6% | +59.8% | +37.6% |
| 1Y | +43.7% | -16.0% | +59.8% | +44.1% |
| 3Y | -20.9% | -51.6% | +30.6% | -15.2% |
| 5Y | -63.5% | -42.6% | -20.9% | -62.3% |
| 10Y | -36.0% | +103.6% | -139.5% | -45.4% |
| All | +814.9% | +6,228.4% | -5,413.5% | +424.7% |
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 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