-11.0%
BIPC vs SPY
+9.9%
-20.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +5.8% | -2.7% | +8.5% | +6.8% |
| 30D | +5.4% | -5.4% | +10.8% | +7.4% |
| 3M | +1.3% | -4.1% | +5.4% | +2.7% |
| 6M | +2.7% | +0.7% | +2.0% | +1.9% |
| YTD | -9.8% | +8.7% | -18.5% | -14.5% |
| 1Y | -11.0% | +10.9% | -21.9% | -15.6% |
| All | -11.0% | +9.9% | -20.8% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling