+8,024.8%
BNY vs IP
+364.8%
+7,660.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.7% |
| 7D | +1.4% | -5.3% | +6.7% | +3.9% |
| 30D | +3.8% | -10.9% | +14.7% | +9.0% |
| 3M | +14.9% | +11.2% | +3.7% | +7.7% |
| 6M | +40.3% | -10.2% | +50.6% | +42.6% |
| YTD | +43.8% | -2.0% | +45.7% | +38.9% |
| 1Y | +58.9% | -19.1% | +78.0% | +65.6% |
| 3Y | +290.4% | +20.9% | +269.6% | +218.2% |
| 5Y | +250.1% | -17.8% | +267.9% | +238.4% |
| 10Y | +410.7% | +23.5% | +387.2% | +286.1% |
| All | +8,024.8% | +364.8% | +7,660.0% | +2,589.8% |
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