+193.7%
BIP vs SPY
+311.3%
-117.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +0.4% | +0.5% | -0.1% | -0.1% |
| 30D | -3.4% | -0.9% | -2.5% | -2.6% |
| 3M | -2.5% | +3.9% | -6.4% | -6.1% |
| 6M | +1.5% | +14.5% | -13.1% | -10.5% |
| YTD | +11.1% | +12.9% | -1.8% | -0.8% |
| 1Y | +24.2% | +19.4% | +4.8% | +5.3% |
| 3Y | +36.1% | +78.5% | -42.3% | -19.1% |
| 5Y | +21.5% | +81.8% | -60.3% | -30.2% |
| 10Y | +193.7% | +311.5% | -117.8% | -26.0% |
| All | +193.7% | +311.3% | -117.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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