+31.1%
BA vs IP
+25.2%
+5.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.4% | -0.4% |
| 7D | -0.1% | -5.0% | +4.9% | +2.6% |
| 30D | -9.1% | +6.5% | -15.7% | -12.4% |
| 3M | -28.2% | -18.0% | -10.1% | -20.6% |
| 6M | -23.1% | +10.3% | -33.4% | -28.6% |
| YTD | -20.6% | -9.9% | -10.7% | -19.4% |
| 1Y | -12.7% | -1.1% | -11.7% | -16.8% |
| 3Y | -11.6% | +13.0% | -24.6% | -30.3% |
| 5Y | -23.1% | -12.3% | -10.9% | -29.0% |
| All | +31.1% | +25.2% | +5.9% | -10.3% |
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