+10.4%
BIPC vs SPY
+67.4%
-57.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.3% |
| 7D | +5.8% | -2.7% | +8.5% | +7.9% |
| 30D | +5.4% | -5.4% | +10.8% | +9.8% |
| 3M | +1.3% | -4.1% | +5.4% | +4.4% |
| 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% | -8.3% |
| All | +10.4% | +67.4% | -57.0% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling