+892.4%
BKNG vs IP
+144.4%
+748.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.8% |
| 7D | -6.0% | -5.3% | -0.7% | -4.1% |
| 30D | -6.6% | -10.9% | +4.2% | -2.6% |
| 3M | +15.7% | +11.2% | +4.5% | +10.5% |
| 6M | +14.1% | -10.2% | +24.4% | +17.1% |
| YTD | -9.3% | -2.0% | -7.3% | -10.7% |
| 1Y | -12.8% | -19.1% | +6.3% | -8.6% |
| 3Y | +58.4% | +20.9% | +37.6% | +36.8% |
| 5Y | +114.1% | -17.8% | +132.0% | +112.4% |
| 10Y | +246.8% | +23.5% | +223.3% | +181.6% |
| All | +892.4% | +144.4% | +748.0% | +635.8% |
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