-34.5%
BIPI vs SPY
+81.3%
-115.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -5.8% | -3.7% | -2.1% | -4.4% |
| 3M | -8.0% | -2.7% | -5.2% | -7.0% |
| 6M | -5.4% | +2.2% | -7.6% | -6.4% |
| YTD | -3.3% | +10.8% | -14.1% | -7.5% |
| 1Y | -7.8% | +11.2% | -19.1% | -12.0% |
| 3Y | +5.8% | +76.5% | -70.7% | -19.5% |
| All | -34.5% | +81.3% | -115.8% | -52.3% |
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