-16.9%
BA vs IP
-10.3%
-6.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.6% |
| 7D | +5.9% | +3.4% | +2.5% | +4.6% |
| 30D | -8.2% | +11.2% | -19.4% | -11.7% |
| 3M | -25.4% | -14.8% | -10.6% | -21.2% |
| 6M | -20.0% | +17.3% | -37.3% | -25.1% |
| YTD | -18.5% | -6.2% | -12.3% | -18.3% |
| 1Y | -10.6% | +2.3% | -13.0% | -13.9% |
| 3Y | -9.3% | +17.7% | -26.9% | -22.9% |
| 5Y | -16.9% | -8.4% | -8.5% | -15.5% |
| All | -16.9% | -10.3% | -6.6% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling