+133.7%
BIPC vs SPY
+208.5%
-74.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.3% |
| 7D | +5.8% | -2.7% | +8.5% | +8.0% |
| 30D | +5.4% | -5.4% | +10.8% | +9.9% |
| 3M | +1.3% | -4.1% | +5.4% | +4.5% |
| 6M | +2.7% | +0.7% | +2.0% | +1.4% |
| YTD | -9.8% | +8.7% | -18.5% | -16.4% |
| 1Y | -11.0% | +10.9% | -21.9% | -18.9% |
| 3Y | +45.2% | +75.0% | -29.8% | -8.8% |
| 5Y | +15.2% | +67.8% | -52.6% | -25.4% |
| All | +133.7% | +208.5% | -74.8% | -12.1% |
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