+7,388.3%
BNY vs IP
+338.5%
+7,049.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.4% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +6.4% | +9.4% | -3.0% | +2.0% |
| 3M | -4.8% | -14.1% | +9.3% | +1.2% |
| 6M | +16.8% | +9.2% | +7.6% | +9.5% |
| YTD | +32.5% | -7.5% | +40.0% | +30.7% |
| 1Y | +38.6% | -2.8% | +41.4% | +33.2% |
| 3Y | +254.3% | +21.2% | +233.1% | +186.9% |
| 5Y | +192.4% | -11.5% | +203.9% | +171.5% |
| 10Y | +322.4% | +23.7% | +298.7% | +217.8% |
| All | +7,388.3% | +338.5% | +7,049.9% | +2,432.5% |
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 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