+564.8%
BKR vs IP
+364.8%
+200.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.1% |
| 7D | +1.7% | -5.3% | +7.0% | +3.8% |
| 30D | +3.3% | -10.9% | +14.2% | +7.8% |
| 3M | -3.6% | +11.2% | -14.8% | -9.2% |
| 6M | +5.0% | -10.2% | +15.3% | +6.1% |
| YTD | +40.9% | -2.0% | +42.9% | +36.6% |
| 1Y | +39.2% | -19.1% | +58.3% | +44.5% |
| 3Y | +83.7% | +20.9% | +62.9% | +55.8% |
| 5Y | +207.5% | -17.8% | +225.3% | +200.8% |
| 10Y | +136.3% | +23.5% | +112.8% | +92.1% |
| All | +564.8% | +364.8% | +200.0% | +196.3% |
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