+402.5%
BKR vs IP
+338.5%
+64.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -9.1% | 0.0% | -9.1% | -9.1% |
| 30D | -15.3% | +9.4% | -24.7% | -18.6% |
| 3M | -25.1% | -14.1% | -11.0% | -21.1% |
| 6M | -24.6% | +9.2% | -33.8% | -29.0% |
| YTD | +6.5% | -7.5% | +14.1% | +5.1% |
| 1Y | -0.6% | -2.8% | +2.2% | -4.1% |
| 3Y | +48.0% | +21.2% | +26.8% | +24.7% |
| 5Y | +122.0% | -11.5% | +133.5% | +109.5% |
| 10Y | +49.3% | +23.7% | +25.6% | +20.9% |
| All | +402.5% | +338.5% | +64.0% | +127.9% |
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 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