+73.5%
BA vs IP
+23.2%
+50.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.4% |
| 7D | +1.2% | -5.3% | +6.4% | +4.1% |
| 30D | -11.6% | -10.9% | -0.8% | -6.1% |
| 3M | -2.4% | +11.2% | -13.5% | -8.9% |
| 6M | -6.6% | -10.2% | +3.6% | -3.4% |
| YTD | -2.2% | -2.0% | -0.3% | -4.7% |
| 1Y | -8.0% | -19.1% | +11.1% | -1.0% |
| 3Y | -5.0% | +20.9% | -25.8% | -27.3% |
| 5Y | -2.7% | -17.8% | +15.1% | -3.9% |
| All | +73.5% | +23.2% | +50.3% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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