+277.0%
IR vs BAX
-49.8%
+326.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.4% |
| 7D | -1.9% | -5.1% | +3.2% | -0.2% |
| 30D | -15.0% | -12.2% | -2.9% | -11.3% |
| 3M | -0.4% | +21.8% | -22.2% | -7.2% |
| 6M | -15.0% | +36.3% | -51.4% | -23.9% |
| YTD | -7.1% | +27.8% | -34.9% | -15.8% |
| 1Y | -7.5% | -0.1% | -7.5% | -9.8% |
| 3Y | +6.3% | -33.3% | +39.6% | +14.7% |
| 5Y | +37.3% | -67.1% | +104.4% | +92.2% |
| All | +277.0% | -49.8% | +326.8% | +388.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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