+186.7%
BNY vs IP
-12.0%
+198.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | +0.4% | -5.1% | +5.5% | +1.7% |
| 30D | +4.0% | +8.5% | -4.6% | +1.7% |
| 3M | -6.6% | -13.8% | +7.2% | -3.3% |
| 6M | +11.5% | +5.7% | +5.7% | +8.2% |
| YTD | +29.5% | -9.1% | +38.6% | +29.5% |
| 1Y | +38.7% | -0.8% | +39.5% | +34.4% |
| 3Y | +251.5% | +14.8% | +236.7% | +195.1% |
| All | +186.7% | -12.0% | +198.7% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling