+213.2%
BKNG vs IP
+15.7%
+197.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.1% | +1.3% | -1.8% |
| 7D | -13.1% | -4.6% | -8.5% | -11.5% |
| 30D | -18.5% | -15.3% | -3.3% | -13.0% |
| 3M | +5.8% | +2.7% | +3.1% | +3.9% |
| 6M | -2.1% | -7.4% | +5.3% | -0.5% |
| YTD | -18.6% | -8.8% | -9.8% | -17.6% |
| 1Y | -21.7% | -22.4% | +0.8% | -16.1% |
| 3Y | +40.9% | +14.2% | +26.6% | +19.6% |
| 5Y | +91.0% | -21.8% | +112.8% | +92.2% |
| 10Y | +213.2% | +18.3% | +194.9% | +138.9% |
| All | +213.2% | +15.7% | +197.4% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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