-4.6%
BA vs IP
+21.5%
-26.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.2% |
| 7D | +1.2% | -5.3% | +6.4% | +2.7% |
| 30D | -11.6% | -10.9% | -0.8% | -8.8% |
| 3M | -2.4% | +11.2% | -13.5% | -5.4% |
| 6M | -6.6% | -10.2% | +3.6% | -4.9% |
| YTD | -2.2% | -2.0% | -0.3% | -3.0% |
| 1Y | -8.0% | -19.1% | +11.1% | -4.0% |
| All | -4.6% | +21.5% | -26.1% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling