+88.7%
BAC vs IP
+12.9%
+75.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.3% | -2.7% |
| 7D | -2.7% | -5.0% | +2.3% | -1.5% |
| 30D | -8.0% | +6.5% | -14.5% | -9.4% |
| 3M | -20.9% | -18.0% | -2.9% | -17.4% |
| 6M | -5.4% | +10.3% | -15.7% | -8.7% |
| YTD | -8.1% | -9.9% | +1.8% | -7.4% |
| 1Y | -3.1% | -1.1% | -2.0% | -5.1% |
| All | +88.7% | +12.9% | +75.8% | +77.9% |
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