+413.4%
BNY vs IP
+21.9%
+391.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +3.3% | -11.2% | +14.6% | +8.0% |
| 3M | +15.3% | +12.3% | +3.0% | +8.4% |
| 6M | +42.5% | -5.2% | +47.7% | +41.7% |
| YTD | +42.0% | -4.0% | +46.0% | +39.1% |
| 1Y | +59.3% | -19.2% | +78.5% | +66.6% |
| 3Y | +291.2% | +20.3% | +270.9% | +215.3% |
| 5Y | +252.1% | -17.5% | +269.5% | +240.6% |
| All | +413.4% | +21.9% | +391.5% | +267.5% |
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