+726.9%
BKNG vs IP
+126.6%
+600.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -5.1% |
| 7D | +8.5% | -5.1% | +13.5% | +10.5% |
| 30D | +3.1% | +8.5% | -5.4% | -0.2% |
| 3M | -22.3% | -13.8% | -8.5% | -18.1% |
| 6M | -4.1% | +5.7% | -9.8% | -7.0% |
| YTD | -24.5% | -9.1% | -15.3% | -23.6% |
| 1Y | -17.3% | -0.8% | -16.4% | -19.3% |
| 3Y | +38.4% | +14.8% | +23.6% | +21.6% |
| 5Y | +57.0% | -11.5% | +68.5% | +51.4% |
| 10Y | +188.7% | +27.9% | +160.8% | +131.4% |
| All | +726.9% | +126.6% | +600.3% | +529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling