+40.6%
BNY vs IP
-5.8%
+46.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | +3.9% | -0.3% | +4.1% | +3.9% |
| 30D | +11.9% | +7.9% | +4.0% | +11.2% |
| 3M | -5.0% | -15.3% | +10.3% | -4.1% |
| 6M | +14.6% | +10.5% | +4.1% | +13.0% |
| YTD | +34.5% | -9.4% | +43.9% | +34.4% |
| 1Y | +40.6% | -4.6% | +45.2% | +39.0% |
| All | +40.6% | -5.8% | +46.5% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling