-33.9%
BIPI vs SPY
+83.7%
-117.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.4% |
| 30D | -3.3% | -2.4% | -1.0% | -2.4% |
| 3M | -7.0% | -1.2% | -5.9% | -6.7% |
| 6M | -3.9% | +3.3% | -7.2% | -5.3% |
| YTD | -2.4% | +12.3% | -14.7% | -7.1% |
| 1Y | -7.7% | +12.4% | -20.2% | -12.3% |
| 3Y | +6.8% | +78.8% | -72.0% | -19.2% |
| All | -33.9% | +83.7% | -117.6% | -52.1% |
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 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