+10.1%
BIPC vs SPY
+67.0%
-56.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +2.2% |
| 7D | +0.9% | -4.7% | +5.6% | +4.6% |
| 30D | +0.5% | -5.9% | +6.4% | +5.2% |
| 3M | -4.4% | -4.5% | +0.1% | -1.1% |
| 6M | +2.1% | +1.8% | +0.3% | -0.1% |
| YTD | -13.8% | +8.3% | -22.1% | -19.9% |
| 1Y | -14.9% | +9.3% | -24.3% | -21.6% |
| 3Y | +40.9% | +74.9% | -34.0% | -11.0% |
| 5Y | +10.1% | +67.3% | -57.1% | -28.1% |
| All | +10.1% | +67.0% | -56.9% | -28.1% |
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 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