+120.1%
BIPC vs SPY
+222.4%
-102.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -5.8% | +0.1% | -5.9% | -5.9% |
| 3M | -9.1% | +2.0% | -11.1% | -10.9% |
| 6M | -21.6% | +13.0% | -34.6% | -29.3% |
| YTD | -15.1% | +13.5% | -28.6% | -23.8% |
| 1Y | -2.0% | +20.0% | -22.0% | -16.3% |
| 3Y | +10.8% | +77.2% | -66.4% | -30.9% |
| 5Y | +6.0% | +81.9% | -75.8% | -35.6% |
| All | +120.1% | +222.4% | -102.3% | -19.9% |
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