+1,216.6%
BIP vs SPY
+658.4%
+558.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -1.2% |
| 7D | +4.1% | +0.1% | +4.0% | +3.9% |
| 30D | +6.9% | -3.3% | +10.3% | +9.4% |
| 3M | +2.8% | -2.4% | +5.3% | +4.6% |
| 6M | +10.5% | +2.6% | +7.9% | +7.7% |
| YTD | +18.3% | +11.2% | +7.0% | +8.3% |
| 1Y | +16.6% | +13.4% | +3.3% | +5.3% |
| 3Y | +76.7% | +79.9% | -3.2% | +12.7% |
| 5Y | +22.5% | +72.2% | -49.7% | -20.1% |
| 10Y | +204.3% | +307.3% | -103.0% | +6.8% |
| All | +1,216.6% | +658.4% | +558.1% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling